problem with sendmail.exe after down loading

I use my notebook as server, running php v5.2.1, try to send email with mail function.
I download the sendmail.zip, as suggested by php.net, but I do not know what folder
should I put the sendmail.exe
I have my php source code in C:\AppServ\www\phptest2\testing2\aah.php ,
I do not have \usr\lib,

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