NOTE: This video is no longer available as it contains outdated content. There is a newer version of this video, Installing WampServer available on Drupalize.Me
Here is the local web server video for Windows that I promised a few months ago. Local web servers let you work on development and testing right on your own computer. This means you don't have to deal with FTP and/or SSH and can work offline, anywhere, anytime.
This video shows you how to install a web server on Windows XP using WAMP. WAMP is a bundle of all the tools you will need in one package: Apache, MySQL and PHP.