Info on Microsoft IIS /PWS with PHP
Personally, I'm more familiar with Apache, so I've only ever used it. If you want to look into using it on your XP machine, see this page on PHP with Apache 2 on Windows.
PS: If you just want to get a test environment up and running on a PC with minimal effort, you might want to look into WAMP or XAMPP all-in-one installations. However, just be aware that their default settings are not generally good for a production server, and so will need some configuring should you choose to go that route with them.
