EDIT:
THe reason WHY you downloaded WampServer in the first place was to install:
1) PHP
2) Apache
3) MySQL
4) and PhpMyAdmin
This will allow you to run php scripts on your local computer without uploading each file to your server that has been configured to run PHP scripts. It saves a lot of time testing and writing and especially learning PHP. SO if you Un-installed it, you will have to RE-install WAMPSERVER....
The reason why IE asked you all those questions is because when you create a website using Dreamweaver to view PHP files locally you have an additional step to do. Here is what you do:
1) You first create the site locally (Where your files are located on your computer). You will still need wampserver, and you will need to create your folders/sites inside the "www" folder within WAMP on your C: drive.
2) Create your FTP/REMOTE site
3) Create your testing server. You will select PHP/MySQL as your server model. Then you will specify "local network" as your type. Lastly, you will have to provide an address to the site for previewing the files on localhost. With WAMP installed on your C: drive and using your first site in a folder called "test" your address would be: http://localhost/wamp/test if memory serves me. (It may be http://localhost/test however)
To TEST your website after you define it, create a file called "info.php" and write the following lines of code (in code-view):
<?php
phpinfo();
?>
if you see a page with a bunch of information ABOUT php, then you have installed WAMPserver correctly and defined your site's testing server correctly in DW.
You may use Dreamweaver in SOURCE-CODE view (only) if you want to. But don't use any of their built in functions. They are mostly garbage, hard to read, and bloated code examples.
Then, I suggest reading the following and DOING the examples as well:
1) http://www.zend.com/php/beginners/
2) http://www.tizag.com/phpT/
3) http://www.hudzilla.org/phpbook/
(In dreamweaver, the term "putting" means UPLOADING the files on your remote server. You "put" the new files up, in other words...)