A Quick tip. (Not sure if it's useful, but I feel I owe you a tip or two.) If you've never checked TinyWeb from RIT Labs, you may want to give it a try. I can't say I'd recommend it as a secure-outside-the-firewall Apache replacement, but I think it's great little server for behind the firewall (at home or at work); it's reliable, it has really a small footprint and setup is insanely easy. I use it mostly to serve up pages off my machine at the office. Cheers, A guy from Minnesota who's going to try to make it to the next SIGGRAPH no matter what. :)
Personally, I've always used XAMPP for windows and have never had any problems. They've even got a lite version that'll work on a USB stick.