Hello, let me introduce you to my favorite package (Apache + PHP + MySQL). This is how I started; today I install them separately.
What is XAMPP?
XAMPP is a package that includes the main open-source servers available, including FTP, the MySQL database and Apache with support for the PHP and Perl languages. With it you can run well-known CMSs such as WordPress and Drupal on the local machine (on your own computer), speeding up development. Currently you can use XAMPP on four operating systems, which are:
- Windows
- Linux
- Mac OS X
- Solaris
Installation is straightforward, and it has a control panel that lets you start or stop services
individually. 
It also includes:
PEAR, Perl, mod_php, mod_perl, mod_ssl, OpenSSL, phpMyAdmin, Webalizer, Mercury Mail Transport System for Win32 and NetWare Systems v3.32, JpGraph, FileZilla FTP Server, mcrypt, eAccelerator, SQLite and WEB-DAV + mod_auth_mysql.
For more information visit the Official XAMPP Website.