I have also been put off because I initially had some problems setting up Windows 2000 + Apache + MySQL + PHP. I've had the issues solved for Apache and PHP for a while but MySQL persisted mainly because I had no idea how to create new user accounts. After some reading and then some troubleshooting mysql_connect() I was able to get MySQL working for me today.
One script I need to write is the installation script so that I can run it on my system and have it create the database and necessary tables for me (while I make sure the script works).