If you are looking for a quick and easy setup of PHP,Apache,MYSQL and a graphical interface for the MySQL-database called phpMyAdmin I can recommend a thing called EasyPHP.
This is a bundle of these programs with a very simple installation.
It can be good to install this and use it on the computer on which you are developing your site. And when everything is working as you want it too you are ready to upload the site to your server.
If you have any further questions regarding this, don’t hesitate to PM me.
Hope this helps, atleast a bit 