Get Apache (free server) from http://www.apache.org/ and make sure you have mod_php. Then, you run it on your desktop. I forget the next bit of magic, but those are the first steps. There's a url that you put in your browser to tell it to go to you computer and request a page from the werver (I'm sorry, I forgot what it was). You should see some test page that Apache comes with. If you put PHP files in the directory with the test page, you should be able to execute them just like a server.
