How to configure web,app server with data base

You're going to have to give a little more information.

What applications are you needing to tie into the database?

I would be recommending something like mysql for the database and apache for the webserver as they already talk to each other nicely. Then PHP for the scripting language to join them but it depends on the apps. It may be that MSSQL would be a better alternative depending on what apps you have to tie in.

The real answer here is that you need to hit Google and do some research before asking a question like that. The first problem is you want to run it on your desktop. If you're talking about your primary computer, or your only computer, then stop right there. While XP Pro has some features that might allow that to be patched together, it wouldn't work well. The real answer is a dedicated server. You can do it all for free with a LAMP setup. I highly recommend Ubuntu. If you don't know what LAMP or Ubuntu is, hit Google and RTFM. There are myriad of tutorials out there that cover every step. The second problem is that if you go the Micro$oft route you'll need lots of money. Windows Server 2003 Enterprise is pack with features and easier to use than Linux (in some cases), but also very costly. You'd need to provide some more details to really get an accurate answer. Best of luck.

What OS?

Any perference for a DB? (mysql, or something Microsoft compatible, for example)

Any perference for the web server/web application development language?

You're going to need a lot of memory to run all of that one box... 1 to 2 GB ought to be enough to start (with a small db)