Assuming you don't already have ASCOM installed on your computer, you'll need to go the website and download/install the "ASCOM Platform":
http://www.ascom-standards.org
Once you've done that, you should then be able to install the ASCOM driver for your camera. When you next fire up PHD, you can select ASCOM for the camera and you'll get a pop-up to let you select the ASI.