Got mySQL installed and working (in that I can administer it via mySQLCC). Set the service to manual. Follow instructions here on how to secure mySQL on Win32 (get rid of that default password). Now time to install IIS. Looks like it's fairly easy to only allow localhost connections to IIS.

Have a listen to Walken's (my band's) entry to Triple J's Unearthed "Mosquito" (link to news item, MP3 link from there). It's the most complete demo we had at the time.