Move Your Wordpress Blog to XAMPP from a Webhost

Here it is, step by step:

1. download XAMPP EXE installer (http://www.apachefriends.org/en/xampp-windows.html)
2. install to a folder of your choice (I used c:\personal)
3. XAMPP will be installed into c:\personal\xampp
4. You will be asked some questions at the command line, choose as you wish... the final prompt will be a menu. Choice #1 is start control panel (1. start XAMPP Control Panel) or you can start via the Start>All Programs>XAMPP menu.
5. type 1 and enter to start control panel
6. start mysql (unblock if windows prompts)
7. start apache (unblock if windows prompts)
8. click the admin button next to mysql (this will open a new browser window)

Copying your PHP files from your web host

1. download WinSCP
2. you may have to configure FTP or SSH access with your webhost
3. connect to your domain name with username/pass and download your wordpress files
4. copy these files to ${XAMP__INSTALL_DIR}\htdocs
5. Open wp-config.php
6. Note down the username and password and database name

Exporting the DB

1. Open PHPMyAdmin for your Webhost
2. Select the database
3. Select the Export tab
4. Select the option to ZIP your export
5. Select the option to export as SQL inserts
6. Press Go

Creating a New DB and User

1. Open PHPMyAdmin for your XAMPP install by pressing the Admin button in XAMPP control panel for MySQL
2. At the top of the page, click the server level link
3. Click the Privileges tab
4. Click (in the middle of the page) Add a new User
5. use same values for username,pass as your webhost
6. Select the radio button "create database with same name and grant all privileges"
7. Click "Go"

Importing the DB

1. Open PHPMyAdmin for your XAMPP install by pressing the Admin button in XAMPP control panel for MySQL
2. Click the databases tab
3. Click your database
4. Go to import tab
5. Choose file, find the ZIP file you downloaded earlier
6. Click "Go"

Open a web browser and navigate to http://localhost

Voila!

Here's how to create a DB without creating a user (though you'll have to sort out all the grants then!)
Near the bottom of the PHPMyAdmin page is 'Create new database'
Type in the name of the database your webhost has configured
Leave the drop down set to 'Collation'
Press create