i have been using the awesome bambalam: http://www.bambalam.se/bamcompile/ compiler to make exe from php source.
But it's getting old, and it doesn't support php5.
Is there another project that will do the trick?
Thanks
ADD1: i need only for windows
Please note, this was answered before the OP added the vitally important "I need only for windows" addition to the question.
Well the way Facebook handle this is by compiling to an intermediary language, C++, via a piece of software called HipHop for PHP.
There's also PHC, and a few others. Zend Server caches the bytecode which helps a lot.
You can try exe output, get it here, www.exeoutput.com. It has amazing features supports html, flash, javascript, php, etc.
Give a try to one of these tools:
The first 3 is command-line, the last 2 are able to develop a window-based application; but they're slow, sometimes a bit tricky to configure and they also make a big fat exe file that loads relatively slow (especially ExeOutput). Command line ones are pretty compact and easy to use, with an output exe around 2MB.