Earlier I blogged about setting up Selenium, PHPUnit et al on an Ubuntu machine.
Although I prefer to do web development on an Ubuntu machine, for 'legacy' reasons I still do some stuff on a Windows machine. For lighter web interface testing, a full CI tool like Hudson is overkill. Here's how to run Pear's Selenium_Testing alone (without PHPUnit) on Windows.
I assume you have PHP and the Pear installer on your Windows machine. Grab the Pear Selenium_Testing package with :