I suggested WAMP as Clarry and others reading this are most likely familiar with / using Windows, so can get started straight using using their PC.  With Linux they will probably also need to learn a new operating system and either set up a separate computer or Virtual one, withWAMP they can pretty much dive in straight away, and still get some experience with Apache, MySQL and PHP. 

Don't get me wrong, anyboby really getting into development should learn Linux, just sometimes trying to learn too many things at once can get overwhelming.  So just to completely overwhelm you, if going with Linux for scripting you will need some PHP, PERL and Python (The Ps in LAMP).