What do I need?

Hi, I am completely new to PHP and need some assistance. I want to build and run PHP/MySQL applications on a standalone Windows 98 PC. What is the best way to go about doing this? I have a CD from a book, 'PHP fast&easy web development', the CD includes PHP, MySQL and Apache. Will these work OK or is it best to download and compile the binaries myself - what are the advantages/disadvantages of either? I have used the CD and installed all three but was unable to get Apache working because of a missing .dll, which was nowhere on the PC or CD. Would it be just as handy to use Personal Web Server? (I would of thought having a CD would allow me to avoid such complications which I assume are commonplace when using binary code? I'm basically just looking for someone with a little experience to point me in the right direction?! Thanks, Steve.