If you ant to run Asp on your local pc than you must have IIS installed on your system.

Here is the guide for installing the same:

Insert the Windows XP Professional CD-Rom into your CD-Rom Drive
From your Start Button, go to Settings, and then Control Panel
In the Control Panel window select Add/Remove Programs
In the Add/Remove window select Add/Remove Windows Components
In the Windows Component Wizard check Internet Information Services, click next and follow the on-screen instructions.

To test that IIS is working.
First of all to test IIS make sure that your web server is running. Check your task bar for the newly added IIS icon. Double click on it and press the 'Start' button if this isn't already on.
Next type into your browser one of the following 3;
a) http://localhost/
b) http://127.0.0.1
c) http://YourComputerName

You should see some Microsoft information on IIS if it's working correctly.
Unfortunately, the XP Home edition doesn't have this capability and you'll have to upgrade to XP professional.

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If you all need any help on this than do tell me..