Judging by the number of jobs I've seen in the market, the way to go would be PHP. I have not seen OLE requirements in a job (at least here in Europe) for many years. Actually, I haven't seen anything web-related to use OLE nowadays.
Your comparison is also unfair, PHP is language, while OLE is more like a technology. You can make OLE using a variety of languages, like C++, C#, VB, .NET and others. But once you know a language, you don't need to limit yourself to building OLE objects.
PHP is easier to learn but somewhat limited in scope. You could learn C# which is more popular and you can switch between desktop applications, OLE objects or web applications in no time. Even more popular in the job market is Java and especially Java ME (micro-edition, for mobile devices).
However, learning a language is easy. Learning programming techniques and software design patterns in order to use a language is the real difficulty, because these don't depend on the language. The language is just a tool in order to put a software design into practice. Once the design is made, it's child's play to make the application in any language.
