Ian is on the right track. There is even a better way than to install each of those components individually. Check out WampServer at
PHP Apache MySQL avec WampServer 2 : installation PHP MySQL Apache. This tool installs MySql, Apache, and PHP with a single install and provides tons of ability to configure. I just used this to do testing of WordPress and ZenCart sites locally on my computer. Great for testing and prototyping. Eliminates the need to spend money on servers and is local, so no FTP'g files.