This can be done in several ways. You can either start with Linux or Windows and install all the necessary programs individually, or you can use one of several packages to do the job.
WAMP for example, will install Apache 1.3x, PHP 5.x and MySQL 4.x on a Windows system.
XAMPP, from Apachefriends.org, will do a very easy installation of all the specified software (Apache 2.2x, PHP 4.x or 5.x, MySQL 5.x, and related programs) on either Windows or Linux.
Note: If you plan to use this installation for a live web site, it is probably better to install all the necessary programs individually on the desired operating system.Ã‚Â While, either package will function normally as a full web site installation, a finer level of control and security management is obtainable when building a web server up from the OS one package at a time.