WAMP will run perfectly fine on Server 2003 as well but you need to change the port used for Apache so it will run alongside IIS but that would be custom config and WAMP is pretty much click and install so could be a bit of a pain to find the right config options to change if not familiar with it.
I thought I asked before if anyone wanted a full start to finish document on this but got no response so never made one.
Most users don't have FULL control of Server 2003 I suppose.
