On my home system (W98) I opted for EasyPHP. It was not the result of any research, it just happened to be the first 'all in one' package I encountered. Installing was a breeze, although it would have been more clear if I spoke French. It has worked fine for me, installed Apache/PHP/MySql/PhpMyAdmin all with one installation and provides a 'wrapper' to manage them from the taskbar. A couple minor bugs and the errors are in French, but it has been fully functional. I am not familiar with any others, they might be better.
http://easyphp.org/
There are posts all over this site addressing the individual issues and confusions you may run into. There is also a wealth of information on the net. A google search with keywords like; PHP MYSQL BEGINNER TUTORIAL; will return thousands of pages. Then there are is the basic arsenal:
There is the php manual, which contains within its pages all the facts and functions at your disposal, which is also available for download:
http://www.php.net/manual/en/
If you don't know SQL you should really search out some SQL tutorials. Even if you DO know SQL you need to familiarize yourself with MySql. Their documentation also has a basic tutorial but it is based on working from the shell which might seem confusing if you are in PHP mode. Actually, if you are new to SQL; installing it locally and working from the shell could turn out to be an invaluable way to gain a level of understanding that will pay for itself many times over:
http://www.mysql.com/doc/en/index.html
There are tons of tutorial all over the net, many of which can be very helpful. I found my introduction to PHP/MySql at Webmonkey. This tutorial also includes installation instructions and how to set them up:
http://hotwired.lycos.com/webmonkey/programming/php/tutorials/tutorial4.html
