First of all, don't bother with ASP. PHP is essentially the same thing, and it's much more widely supported.
If you're hosting your site on someone else's server, check to see if they support PHP. If they do, you can program in PHP and not worry about installing anything.
If you're hosting your site from your own machine and your own server, you'll need to install PHP and activate the PHP module in your Apache httpd.conf script (if you're running the Apache server).
I really would recommend steering clear of ASP. It really is not as widely used as PHP, and they are essentially the same thing, like I said.
