Agree big time
Xampp is surprisingly easy to get running successfully--and it'll run on a USB thumb drive. I use it for a database project I'm working on and can carry it wherever I go. It includes PHP, MySQL, and Perl, among other features.
They warn you not to expose it to the world, since it's wide open and has almost zero security. A start toward limiting access is when Windows firewall pops up and asks for permission, don't give it. It still works fine. And, of course, shut it down when you're not using it.
When you need a "real" web server, there are numerous options, particularly if you can dedicate an old computer to the task. I like ClearOS and find it relatively easy to set up and run.
