You should be able to install it on XAMPP or WAMP. I am using WAMP to develop a site without too many issues, though mysqld.exe does cause some significant slowdowns in response times due to writing to disk.

You should probably increase some memory and timeout settings in php.ini prior to installation to prevent errors during the installation process. See this post and Google for other info about Drupal and memory settings:

http://www.drupalcommerce.org/questions/4125/problems_kickstart_2_instal...