Yes, I use xampp to set up my server. This means that I can put my entire server on a usb stick, if it is big enough and transport it anywhere.
You can use this guide to set it up:
http://www.eqemulator.net/wiki/wikka.php?wakka=Portable. It has been a long time so the guide may be off in places, but it should be easy enough to just set the database up on the usb device using xampp or similar software.
One thing to be aware of, if you are able to compile your own executables, then you can use the latest version of xampp, if not then you need to use the version in the guide because it uses perl 5.8. The newer xampp's use perl 5.10.