First, let me tell you something about testing stuff for your website on your own pc. Besides MySQL for the database, you will also need a webserver and a parser for server-side scripting languages.
Most people choose to use PHP with MySQL, so this migth be your best shot. PHP also has a nice learning curve, it doesn't take too long before you can actually do some nice things.
The PHP-parser and the webserver are needed to interpret the PHP code you write. Without it, all the code would just produce a bit of gibberish on the screen.
Or, if you don't want to go through the hassle of downloading, installing and configuring it all yourself, you might want to take a look at PHP-Dev. This is a complete package, which will - after downloading of course - install a the complete bundle I mentioned above for you.