We dont usually offer assistance with setting up the PHP testing server. More times than not, following the tutorials that we have in the learning resources section of the site will be sufficient for getting the testing server running.
Using either MAMP (For Mac) Or XAMPP for windows is a very straightforward and simple install process. It usually takes longer to go to the web site and download the package than it does to install the package.
One thing to keep in mind, coming from ASP, you probably have IIS running for an ASP testing environment, make sure to turn off the IIS service if it is running before starting the Apache server.
As far as the data base connection and managing the local and remote connection, use the Dynamic Connections extension.
It allows you define both the local connection details and remote connection details in the same place and automatically determines which to use based on the URL in the address bar.
If you really want some hand holding, we offer a premiere ticket service, using a premiere ticket you can sign up for 1/2 hour of 1 on 1 training through a screen sharing session for $99.