Read through that page carefully again.
If you have your server set to php 5.3, follow the directions on that page to get a local copy
If you are using PHP 5.2, and feel overwhelmed at creating the local php.ini file yourself, you can use SXi's Easy Auto Copy Script. Follow the link at the page andrewf gave you. It works and is VERY easy to activate.
Once you've got your local copy of php.ini you need to make your adjustments to that document (you'd do this most likely by logging into the shell and using something like vi to open and edit it). You may also have to "touch" php.ini to see your changes take effect.