I installed a small self contained webserver onto my pc which I downloaded from http://wampserver.com – it has php/mysql/apache already configured
I then bought an excellent PHP IDE editor (cost approx $30) called phpdesigner – http://www.mpsoftware.dk/ – and then basically downloaded scripts from http://hotscripts.com and phpfreaks.com looked at them and then played around with them a little before sitting down and trying it all myself.
I made a load of mistakes a long the way but the goodthing about doing it locally is that if you mess up you can delete it and start again.
All I will advise is save often and always backup your work.