Have you ever been asked to install SQL on a server? how about PHP? Or apache?
All of these are amazing technologies, all available free to everyone as the building blocks that turn any PC with Internet access into a fully-fledged web server.
Once you've got them on your computer, and arranged with your ISP a static IP address, you can do lots of things without even the basic knowledge of the technologies behind them!
http://www.wampserver.com/en/
PS. Concerted effort to keep this blog more up-to-date. Kinda forgot about it!