I have a hosted server and was using that to develop but my code quickly became too large for print statements, I needed debugging. Decided to install Eclipse on my windows machine so I could develop locally and with debugging support.
Here is what you need to do.
1. Install IIS
Go to control panel > Install/Uninstall Programs and Features > Turn Windows Features On/Off . Check Internet Information Services. Next, under Internet Information Services>World Wide Web Services > Application Development Features, check CGI.
2. Install PHP
Go to http://windows.php.net/download/ and pick up the latest Windows Installer, it should be one of the first links you see. You want to get the non-thread-safe version. This version is fast, easy to install, and works right away, in contrary to the thread-safe version. Simply follow the installer and you will be on your way.
Create a new file, info.php, containing these contents:
<?php phpinfo(); ?>
Put the file somewhere in your IIS directory, say, C:\inetpub\wwwroot\phpinfo\ and then point your browser to http:\\localhost\phpinfo\info.php . If you see a long webpage with lots of configuration details then your PHP is working properly and everything is groovy.