Get yourself a firewall. A good free one is Zone Alarm that monitors outbound as well as inbound traffic.
FTP Server
I previously recommended the trial version of G6/BulletProof FTP server until one of you readers pointed out a much better server. Now I highly recommend using the totally free GuildFTPd. Although it hasn't been updated in a while, it's still a great windows based program with tons of options.
Mail POP3/SMTP Server
This is also a reader suggested program. MailEnable is a mail server for Win32 systems. The Standard (free) version has no ads and no forced signatures. The program has no limits on the number of domains or on the number of accounts. A minor drawback is it does not support web mail (hotmail-like interface) but that can be replaced with a simple perl/php script.
MySQL data manipulation
Because of frequent requests, i'm going to give a simple 1-2-3 on how to install phpMyAdmin so you can use it to edit your MySQL databases and tables. If you want to install it "correctly" you should follow their official docs. If you want to get it working fast, do this:
Download the sucker (there are "quick downloads" links at the top left)
Extract it somewhere in your document_root (the folder where your html "web files" are). It creates it's own sub-folder which you might want to rename after extracting
Rename the ugly long-tailed phpMyAdmin-2.9.2-all-languages-utf-8-only folder it created to something sorter like: phpmyadmin
Edit the file phpmyadmin/libraries/config.default.php ignoring all the "do not edit" warnings and scroll down to about line 150. The lines you want to fill out are:
$cfg['Servers'][$i]['user'] = 'root'; // MySQL user
$cfg['Servers'][$i]['password'] = ''; // MySQL password