Windows Vista Home Premium includes IIS. To install it, do the following:

• Open the Control Panel in classic view.
• Double-click Programs and Features.
• Click Turn Windows features on or off on the left.
• Check off Internet Information Services.
• Expand Internet Information Services, World Wide Web Services, Application Development Features, and then check off ISAPI Extensions. ISAPI will be needed later when we install PHP.

You can download PHP for free from http://www.php.net/downloads.php.

You can download MySQL for free from http://www.mysql.com/downloads/index.html.

This site is very good in showing you how to create a Windows Vista powered Web server running IIS7, MySQL, and PHP (WIMP): http://www.maximumpcguides.com/how-to-create-a-windows-vista-iis7-mysql-php-web-server.