To start working with PHP, and later on MySQL, you may install it on your own computer, for easier testing. Another way of doing it is paying for a webhotel with PHP and MySQL access, but testing on your own machine is much easier to work with, especially while learning. Installing it has become much simpler than "back in the old days", and with the following chapters, you should have all of it installed and ready to go within 10-20 minutes.
This tutorial assumes that you're working on a Microsoft Windows machine. If that's not the case, you will still be able to use all the coding related articles, since they are not Operating System specific, but the following chapters, about installing PHP on your machine, are Windows-only. Read on as we go through the process.
If you're on the lookout for an alternative to PHP, consider giving ASP.NET MVC a try. The Razor syntax is a lot like the PHP syntax, but with a C# twist. Try checking out this Razor syntax cheat sheet.