I downloaded php4.0.1-pl2 (sorry, but in your version list currentlt no this version so I choosed pl1 beta 4)
source and tried to complie 
with Visual C++ 6 SP2. While compiling ZEND module
the following problems has occured:

(1) no source file zend-parser.cpp
--> solved: it was zend-parser.c
(maybe on Unix/Linux you simple use g++ to complile 
anything like C++ but Visual C++ differs C and C++
using file extension or maybe there exists some option like 
"Force C++ compilation or etc")
(2) no source file zend-parser.h 
--> not solved: the file is really absent