There are many scripts which needs more than just XHTML , Windows or Mac OS don’t come with PHP server and MYSQL server. To run them you need to install some application which are available for free online. The Two apps I know are WAMP and XAMPP.
WAMP server helps you create Windows web development environment. You can create Apache2 , PHP, MYSQL database applications with it. There are many PHP and Apache addons available on the site. It installs automatically and doesn’t even change the system settings. It is available for both 32 and 64 Bits windows.
What if am Mac user?
XAMPP is Apache distribution containing MySQL, PHP and Perl. It is very easy to Install and easy to use. It is compitible with both Windows and Mac users. Though it is less frequently updated it don’t cause big problems.
Hope it helped you, Thank you.