It depends on your distribution. There should already be RPM/DEB packages which you only must install and enjoy the documentation ;-)
MySQL PHP apache (httpd) etc. should be on your Install-CD. Try to look for 'yum' or an gui-application where you add/remove your software. This should be
already installed.
Try as root on the terminal/konsole:
yum install php mysql
So far i know is there an .NET implementation for Linux with the Java IDE mono. Don't know am i right.
Happy new year.