Frustrated new php "developer" on Windows

I am just beginning with PHP and have been looking at how to setup a local development environment and frankly am frustrated. I am currently using a Windows 7 x64 laptop and will be using a hosted web service with Windows Server, MySQL, PHP, IIS and PHPMyAdmin. The problem is I can not seem to find very good information of how to set this up on Windows 7 locally so that I can create and test before I upload to the server. Or...what do most Windows users do? Should I just write the code locally, then upload it and test it on the actual server? That seems like a terribly slow way to do this. I am currently using web.com as the hosting company. Any help would be greatly appreciated. Where does a new person start? Are there any good guides that you use to set up this type of local environment? Do I just install each piece...PHP, MySQL, etc. and work through it as I go? Am I looking for a "how to setup WIMP" that doesn't exist? Yanking out my hairs! Thank you, Landon Baine