WAMP stands for Windows version (also available for Mac, Linux and Solaris families) of Apache, MySQL and PHP (or Perl or Python) all in one!
Having this installed will let you have your own server (offline) on your computer, so you wont need to keep uploading those files in order to see the changes that you’ve made on the website.
After being installed, you will just need to place your sites in C:\wamp\www and as soon as you hit Save on a file, you can see the changes…as fast as that.
You can get it from: http://www.wampserver.com/en/download.php
The lastest version is WAMP 2, this includes: Apache 2.2.8, PHP 5.2.6 + PECL, SQLitemanager, MySQL 5.0.51b and Phpmyadmin.