You can also download and install WAMP (Windows - Apache, MySQL, PHP) which is a once installation thing. No complicated configuration required. Once its in, you reboot, open up your browser and type:
http://localhost or 127.0.0.1 and if you see the WAMP-server homepahe, it worked!
When using WAMP or IIS, you need to configure your firewalls correctly for loop-back connections. You also need to know to install all your files into the default folder (or change the default folder in httpd.conf).
Hope this helps you and anyone needing the same sort of help as you!
~Equinox