Well XAMPP is
XAMPP consists of all of these and you dont have to install all these features one by one. By just installing XAMPP you can use all of these features. and yes installation will not be a problem and there is also no need to configure anything else.
don't get frustrated, it is sweeter when you learn this way...
I've struggled the same way for ages to get everything working. Well eventually I got everything working, but I have had no idea how to configure apache to effectivly read some scripts and web software that I have downloaded. WAMP solved my problem, but at a stage I needed Apache to read PERL. So after ages struggling to get it work, I got XAMP - solved my problem!
Amazing software. Personally I prefer using WAMP, because of the interface and user-friendlyness, but I must admint, I enjoy XAMP far more, specially the included local mail server - Excellent and saves ages of time testing my web based email forms.!