Apache is a web server for both linux and windows environments.
MYSQL is a database server.
IIS is a bunch of services provided with windows server. It included a web server, email, and a bunch of other stuff.
PHP is a language that delivers dynamic web content. Very popular language. Works extremely well with MYSQL.
LAMP is an operating system that includes pretty much every program you need to put up a website; including apache, mysql, perl, php, and I think python as well.
Don't know too much about WAMP but I believe it is the same as LAMP except with a windows operating system.