If you want to run it on your Windows Box then go to
http://www.apache.org and download the 32bit version
In my opinion
http://www.freebsd.org is rather simple to install and set up.
Check out
http://www.mostgraveconcern.com/freebsd/ This link is a FreeBSD Cheat Sheet site, this guys pretty much lays it all out for you step by step. His notes are old but for the most part will help you through anyhow.
If you try it and need some help you can also go to
http://www.defcon1.org and find many answers as well. You can always email me too I'll help as best I can.