If you are looking to put together a web development server stack on Window's you can save yourself a lot of time by downloading and using WampServer.
Romain Bourdon has taken the time to create a web development environment consisting of four components:
Apache
MySQL
PHP
phpMyAdmin
Simply download Wampserver and install it on your Windows XP, Vista, or 7 system and off you go.
WampServer has a cool menu that sits in the tray. By clicking on it, you can quickly start, restart and stop all services. In addition you can add newer versions, change configuration settings, and access phpMyAdmin.
One of the most useful features I have found is that you can load and unload PHP extensions very easily by just checking the menu. There is no need to go into the php.ini file to edit. The same goes true for the Apache modules as well.
Although I still recommend that one puts together a WAMP stack piece by piece, if you are in a hurry, WampServer can get you running quick, letting you focus on building your website.