First I'll answer question #1 - you can start at a place like
www.devshed.com - they have some simple MySQL tutorials for using PHP and MySQL.
Next for #2: Your best bet would be to pay a very small monthly fee in comparison (less than $30/month for hosting) and outsource your web hosting services to someone with professional services at a fraction of the cost of running things yourself.
However, if you really need to do it yourself, here goes:
First, you're cable modem or ADSL is not going to cover hosting. You'll need to get at least a T1 into your house. Phone your telephone company and ask for this.
Next, you'll need to have redundant disks in your machine, call up a computer store and ask how much two SCSI disks in a RAID1 configuration will cost, with the raid card.
And for software, you'll need to hire someone with experience to install Apache and MySQL onto your computer, as well as any other services you will need. This is probably 10-20 hours of work on WIndows 98 and typically gets billed at about $50/hour.
If you want to save some money and do the software install yourself the source code can be found from the MySQL web site, then you can compile it and install it. They also have Windows Binarys available, you asked for the URL so here goes:
http://www.mysql.com/Downloads/MySQ...3.23.53-win.zip