Assuming your php install has the CURL extension, it is probably the easiest way (and most complete, if you wish).
Sample snippet:
//set POST variables
$url = 'http://domain.com/get-post.php';
$fields = array(
'lname'=>urlencode($last_name),
'fname'=>urlencode($first_name),
'email'=>urlencode($email)
);
//url-ify the data for the POST
foreach($fields as $key=>$value) { $fields_string .= $key.'='.$value.'&'; }
rtrim($fields_string,'&');
//open connection
$ch = curl_init();
//set the url, number of POST vars, POST data
curl_setopt($ch,CURLOPT_URL, $url);
curl_setopt($ch,CURLOPT_POST, count($fields));
curl_setopt($ch,CURLOPT_POSTFIELDS, $fields_string);
//execute post
$result = curl_exec($ch);
//close connection
curl_close($ch);
Credits go to http://php.dzone.com. Also, don't forget to visit the appropriate page(s) in the PHP Manual