I've been through that with XP and Win7 (very different due to the add'l "security" within W7).
On the assumption that you're using Vista or Win7, DO NOT install anything (but MySQL) in the Program Files directory. In fact, I created a drive partition (W:\ ... for "web", get it?) and have Apache and PHP installed there. That makes Apache's conf files easily editable (without having to resort to "Run As Administrator"). The thing that gets left behind is the hosts file (C:\Windows\system32\drivers\etc\hosts) which you must use "Run as Admin" to edit (to add the localhost test domain).