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[URL]http://www.apachefriends.org/en/xampp.html[/URL]
You want XAMPP for Windows, its an all in one package, containing apache, php, mysql and a few other things. Just a matter of running the installer and it sets it up for you. This will let you run/test your scripts locally.
Next I suppose you want tutorials. Heres a few;
[URL]http://webmonkey.wired.com/webmonkey/programming/php/tutorials/tutorial4.html[/URL]
[URL]http://www.phpfreaks.com/tutorials.php[/URL]
but I honestly suggest just googling and finding ones you like yourself.
You dont need anything more than the above. You might like to get yourself a nicer text editor (if you dont have one already), something that supports text highlighting like TextPad. You can find a fairly nice resource of php editors if you [URL]http://www.php-editors.com/[/URL].