Everyone has been having problems with the initial installation process. The best thing you can do is to download the exact version that was used when they published the book because the versions they have now.
Apache 2.0.49 (Win32), PHP 4.3.7, MySQL 4.0.15-win
I am still trying to find that old Mysql version if you find it first let me know.
this info is also on the forum
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