I setup my Windows 7 64bit laptop to run PHP and MySQL ...
Microsoft’s Internet Information Services is included with Windows 7.
PHP on Windows: http://www.microsoft.com/web/platform/phponwindows.aspx
MySQL on Windows: http://www.mysql.com/why-mysql/windows/
It took time. However, on my Linux laptop it was much faster, easier.
Installing a LAMP stack on Linux, may be just a one liner in the console.
LAMP stacks already setup on free webhosts are fun too, but it is good
to have your own localhost, rather than FTPing back and forth every change.
Especially free webhosts, which may slow down, with lots of users active.
(My FREE webhost LAMP stack demo site: http://chatbots.tk)