If you're comfy with dual booting or want to dive into dual booting, then I say go for it.
But if you've got Windows, it might just be easier to download and install PHP, Apache, and MySQL. Then you'd be good to go. Sure, you'll miss out on the Linux experience, but if you're interest is more on building web sites, then WAMP (as its called) is a good way to go.
Otherwise, I would also recommend finding a super cheap 2nd computer to put Linux on. It'll give you a chance to monkey around with it and do some light networking without accidentally blowing away Windows and your data.