I think you should give
Xampp a try. It doesn't need installation apart from setting up a service on XP, works flawlessly everytime I have installed it and is well documented. I can't tell about the other apps mentioned, but I tried quite some packages alike and this was by far the best.
Btw: It comes configured out of the box. It includes phpMyAdmin (also configured) and several other server applications. If you want to set up some passwords for your servers, you just have to run a command and you will be prompted to set them up individually, so you don't need to open any config files (apart from phpMyAdmin, in which you will need to specify the new username and password you set up for the MySQL server.)
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