http://drupal.org/documentation/install/windows
http://drupal.org/node/307956
or simply follow the steps which I used (following the above two pages)
Install & Setup XAMPP
- Download the latest version of XAMPP and install it on your C:\ (or main) drive.
 - It works better when you install directly to C:\, rather than the Program Files directory.
 - For XAMPP to function properly, make sure you have Skype turned off, or alternatively in Skype go to Tools > Options > Advanced > Connections > Uncheck "Use port 80 and 443 as alternatives for incoming connections".
 - Start Apache (Web server) and MySQL (database server) services from the XAMPP control panel.
 - Test your XAMPP installation by opening the web browser and typing http://localhost or http://127.0.0.1 in the address box.
 - Run XAMPP services (Apache or Drupal. Once the XAMPP page appears, go to the language section on the lefthand side under Sprachen and select English.
 - Go to Tools on the lefthand side and click on phpMyAdmin. Create a new database called Drupal: under MySQL Connection Collation, select utf8 unicode. Under Create New Database, type in drupal.
 - Once you get the message “database drupal has been created”, close phpMyAdmin.
 - Set your password for MySQL for the “root” user. Open your web browser, go to http://localhost/security. Scroll down and select http://localhost/security/xamppsecurity.php. Once the security consoles opens, type in your password and click the Password Changing button.
 - Restart MySQL in the control panel by clicking the Stop butting next to MySQL, then the Start button again.
 
Download & Install Drupal
- Download the latest recommended version of Drupal. Save the download in C:\xampp\htdocs.
 - When you unzip the download of Drupal, it will probably create a directory called "drupal-6.17" (or whatever the latest version of Drupal is). Possibly rename this directory to "drupal", so you can access your local Drupal install at http://localhost/drupal.
 - In a web browser, go to http://localhost/phpmyadmin. If you set a password, log in with "root" and the password you chose.
 - Copy & paste the file "default.settings.php" in "c:\xampp\htdocs\drupal\sites\default", under the drupal directory, and name it "settings.php".
 - You should now have two identical files in your "c:\xampp\htdocs\drupal\sites\default" folder -- one called "settings.php" and one called "default.settings.php".
 - Browse to http://localhost/drupal/install.php and follow the instructions it gives. For the database information, use what you set up in step 7 of Install & Setup XAMPP
 - Follow steps in this page (http://drupal.org/documentation/install/run-script)
 - Never forget to set the settings.php as read-only (right click and click on properties, enable read only button)
 - If you make manual changes to the settings.php file later, be sure to protect it again after making your modifications. 
Failure to remove write permissions to that file is a security risk. 






