I will just quote Bambalam site info :
“Bambalam PHP EXE Compiler/Embedder is a free command line tool to convert PHP applications to standalone Windows .exe applications. The exe files produced are totally standalone, no need for php dlls etc. The php code is encoded using the Turck MMCache Encode library so it’s a perfect solution if you want to distribute your application while protecting your source code. The converter is also suitable for producing .exe files for windowed PHP applications (created using for example the WinBinder library). It’s also good for making stand-alone PHP Socket servers/clients (using the php_sockets.dll extension).
It’s NOT really a compiler in the sense that it doesn’t produce native machine code from PHP sources, but it works!
The tool is free and open source. However, if you use it commercially (ie to make money in some way) you should make a donation to keep the project alive! ”
This tool is great!