If you're running on Windows XP with Apache, and you installed PHP 5 from the windows installer rather than the full zipped version - you may not have the php_ldap.dll file.
I had to follow the steps above, making sure PHP was added to my Windows Path, adding the 2 dll files to the system32 directory, also making sure the php.ini extensions directory was set correctly (in my case: C:\Program Files\PHP\ext).
Still was a getting a message about not being able to locate the "php_lamp.dll" file. I finally went back, downloaded the full .zip file of latest PHP version, and that missing dll file is included there - along with many others.
Remember to restart Apache server after you do all this.