I have recently developed a semi strict policy of avoiding spending significant time messing around with serious server software installations on windows. Just because of the lack of windows machines in my life. Yesterday I needed to setup for the first time in a long time apache/mysql/php on a windows machine and I found a decent productivity boost for those of us who are still wired to operate in linux land called WAMP. If your not familiar with administering apache and mysql it could possibly be a HUGE productivity boost for you.
WAMP packages together Apache HTTPD, Mysql, and PHP with a convenient management interface for starting, stoping the services and getting to configuration files.
Get it at -> http://www.wampserver.com/en/download.php
Should just take literally seconds to get everything up and running. Of course if you have version requirements on any of those packages then you maybe out of luck and downloading, installing, and configuring everything independently, which may or may not be huge deal for you.