Dynamic Web Sites

I'm taking a class (through Diablo Valley College's online program) on building dynamic websites using Dreamweaver with ASP, ColdFusion and PHP. The training methodology is one that I prefer: the lessons are embedded in the actual hands- on creation of an interactive web site. All three server-side languages will be presented as part of each lesson, thereby providing exposure to more than one, although we will be focusing on PHP and MySQL. It's a little slow getting started- we are currently waiting for access to the DVC development server, and I am tempted to go ahead and install Apache and PHP on my local machine, just to get going. Although I think that would be an instructive experience, my concern is that it could be possibly destructive as well!