This is a fantastic post from acclaimed blogger Siobhan McKeown , explaining how to install WordPress on your local PC workstation:
For those of you who are not familiar with XAMPP, it is a collection, or ‘stack’, of tools which essentially provides you with all of the functionality of a live webserver, but is installed locally on your machine. The major components are Apache HTTP server, MySQL database, PHP, and Perl, but there are a number of additions that are available. This is an ideal environment for development of all sorts, but I find it especially useful to use when developing and testing our various WordPress sites, including this one. It is also good for general web development.
I like things that are useful and Ms. McKeown’s post is one of those things. For those of you in the Mac, Linux, or *gasp* Solaris camp, you should be able to do the same thing, with some modifications to the localhost based on your OS requirements.