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To be honest when ever I want to do development stuff without usign my web server I do it localy on pc. To do this I install apache, mysql, php perl ect. There are various option available to help you acheive this such as Xampp.
Xampp installs all of the above in one download makign it very easy to use and administer.
I wrote a thread about this some time ago, but it is still pretty up to date.
If you don't have an older pc, you could consider using vmware on your machine? I personally prefer virtualisation over another pc.
I work on a Macbook so i can take my test servers with me to the office and home, plus you can use windows, linux in one box and tweek the performance settings of the server. Pretty geeky fun ;-)
The resources I am connecting to are mostly on the server already, mySQL etc., but when I tried running them locally using XAMPP there was errors and I didn't bother to find out why since the same code worked fine on the server (this could be a lot of things, security, syntax etc)...
I imagined at first that there was some kind of solution that I could run off the server, in a fenced-off area of some kind. Does this make sense?
I would defo have a look at setting up some vmware.If setup correct, it can map your "virtual directories" to your local ones. I use VMWare Fusion for the Mac to run windows. I can access all my mac's Documents folder from the window's My Documents folder.
There is vmware workstation that will run on your pc. Vmware server really needs to run on a stand-alone server otherwise it will cain your pc.
The beauty about vmware is that you can take a snapshot of the system. If you then have a play around and goose your setup, you can roll straight back.
you can download pre-cofigured servers @ [vmware.com...]
I put Ubuntu on an old PC, then installed Vmware Server 2 - which is free, and plugged it into our network.
Under Server 2 I have Centos4 and 5 servers, FreeNas, Damn small linux and Win XP all running as virtual machines.
The best bit is if I trash one I can delete it and reinstall from backup in less than 10 mins!