I found this link, but it is for Snow Leopard, and I found the first part did not apply to me: in Lion, to enable Apache you must go to System Preference -> Sharing -> Web Sharing.
Enable web sharing, which will enable Apache, and you can also see there the IP to access your computer (I found out that 127.0.0.1 or localhost did not work).

And the rest, just follow the instruction there. I copy here:

PHP

In /etc/apache2/httpd.conf, uncomment this line:

LoadModule php5_module libexec/apache2/libphp5.so

Restart Apache

sudo apachectl restart

Fix a warning appearing in phpinfo()

Create /etc/php.ini and make it writable

cd /etc
sudo cp php.ini.default php.ini
sudo chmod 666 php.ini

In php.ini, find this line:

;date.timezone =

Uncomment it and insert your time zone (http://php.net/manual/en/timezones.php)

date.timezone =America/Vancouver

Restart Apache

sudo apachectl restart

MySQL

Download the MySQL package for Mac OS X.5 (32 or 64 bits depending on your machine)
Install everything in the package in this order: mysql, the startup item, the preference pane.
Start MySQL in the preference pane.
Test it's working:

/usr/local/mysql/bin/mysql

Fix mysql.sock location in php.ini

In /etc/php.ini, replace the three occurences of /var/mysql/mysql.sock by /tmp/mysql.sock

pdo_mysql.default_socket=/tmp/mysql.sock
mysql.default_socket = /tmp/mysql.sock
mysqli.default_socket = /tmp/mysql.sock

Restart Apache

sudo apachectl restart

Extra
Activate PHP short tags

In /etc/php.ini, under Language Options, change

short_open_tag = Off

to

short_open_tag = On

Restart Apache

sudo apachectl restart