Hi,

You need to look into installing something called (WAMP or apache) or even IIS.
These are home servers, you do not need to have it fully operational as such but is a good home testing platfrom.

Failing that, open IE (not sure which you have, go to tools-->internet options-->advanced... scroll down to security, and it should be under the title of "allow active content to run in files on my computer" and "run from CD's" ect ect, play around, wamp is good though.