IIS is amazingly easy to setup. You need the windows XP installation disk on hand before you start. Then navigate to the control panel,click add/remove programs. Select the option add/remove windows components and tick the box "Internet Information Services (IIS)" and click next, it will install the software for you. Then just add a virtual directory once its installed to setup your site, you will need to tell it which port to route traffic from etc, make sure if you are using a router, that you have routed the ports in your routers interface to the port your IIS server is using (usually port 80)

Alternatively you can obtain a shareware version of a server, or a freeware version off download.com, by typing "web server" you should get a few options of some good software, I reccomend miniportal, it runs on an apache core, and is easy to configure.