Could anyone please tell me how to install PHP by itself on Solaris 9? All the instructions show it being compiled with Apache and I cant do that for our purposes. We are going to run it as CGI. Thank you.

Why you cant? I am asking because CGI version has lower performance.

OK first we check for DSO module possibility.

First check how is instaled the Apache server?
try execute this in shell:
/path/to/apache/bin/httpd -l
If in the result will be mod_so.c then compile PHP as DSO module.
Instalation instuctions for DSO module you can find on www.php.net or in INSTALL file in php source package.

For instalation as CGI first read this: http://www.php.net/manual/en/install.commandline.php

gunzip php-4.x.x.tar.gz
tar xvf php-4.x.x.tar
cd php-4.x.x
./configure && make && make install

modify http.conf file and add the Handler for php scripts.