Hi there i know how installing this thing locally can be frustrating so i found this tools that are doing this thing for us. They install everything and configure so that we don't have to, you also get phpmyadmin for databases. You can download this software from here
SourceForge.net: Files
this is the home page
Apache Server with PHP and MySQL, including ASP.NET, JSP, Perl and SSL for Windows
There is also a Professional version if you want something extra.