There are some good books on the market to help introduce you to the ways in which Ajax and PHP can work together to create user-friendly web applications. Apress recently released a book by Lee Babin entitled Beginning Ajax with PHP: From Novice to Professional. The book does a good job of introducing key concepts by way of useful examples that solve common problems. It’s currently my favorite for bridging the gap between the two technologies.
SitePoint also has a nice book on Ajax entitled Build Your Own Ajax Web Applications. This book is focused specifically on Ajax, not so much about connecting client-side to server-side scripts.