Frustrated new php "developer" on Windows

I am just beginning with PHP and have been looking at how to setup a
local development environment and frankly am frustrated.  I am
currently using a Windows 7 x64 laptop and will be using a hosted web
service with Windows Server, MySQL, PHP, IIS and PHPMyAdmin.  The
problem is I can not seem to find very good information of how to set
this up on Windows 7 locally so that I can create and test before I
upload to the server.

Or...what do most Windows users do?  Should I just write the code
locally, then upload it and test it on the actual server?  That seems
like a terribly slow way to do this.  I am currently using web.com as
the hosting company.

Any help would be greatly appreciated.  Where does a new person start?
 Are there any good guides that you use to set up this type of local
environment?  Do I just install each piece...PHP, MySQL, etc. and work
through it as I go?  Am I looking for a "how to setup WIMP" that
doesn't exist?

Yanking out my hairs!

Thank you,

Landon Baine