Xampp is good for the people getting started out, but when you get a good grip on PHP, you should look into working with installing it from scratch, its a good learning experience and helps you get to know PHP settings in php.ini which you can even tweak from individual scripts when needed (yay ini_set())
Anyway, thats just a little positive thing I thought might peak your interest, if you ever want to pursue that I can give you step by step (ive done XP and Vista setups for Apache, PHP, MySQL more times than i care to mention
)
Give me a hollar if your interested,
Dr. House