If you're using windows, it's very easy.
http://www.apachefriends.org/en/index.html
It has a webserver (apache), mysql, phpmyadmin + a bunch of other stuff included in the one download. One click installer .. voila.
I'm on mac here where I develop. I see they say the mac version is in "first steps of development; use at your own risk".
But anyway maybe I am closer than that to start with. I do have these running already (just have so little fluency in actually tweaking/playing with them from the admin perspective) -
MySQL
PHP
Apache
So I gather I just need to know what is this, and where to install/learn about it, and why-
phpMyAdmin (3.2.0.1)
------------
John Butler (Govinda)
govinda.webdnatalk@gmail.com