PHPMaster.com has a new tutorial posted today about doing development locally with the help of a WampServer installed on your Windows system (there's similar packages for Linux systems).

This article will explain how a development system solves such a problem and how to install the popular Windows-based web development platform WAMP. As a relative newcomer to the PHP language, I hope this article speaks directly to other new programmers who are interested in honing their development skills to eventually become PHP masters.

They explain some of the things that the WAMP server has to offer and how to set it all up (complete with screenshots). Their example configuration just uses the default "localhost" hostname and runs as the "www" user. If you want to get into more of the configuration options available in the tool, you can check out the project's site for details.