Finding a suitable free site for learning CGI scripts and PHP is challenging due to security restrictions that prevent many hosts from allowing custom code execution. Instead, setting up a local web server on a personal computer is recommended as a more effective solution. For Windows XP users, Internet Information Services (IIS) can be installed easily through the Control Panel, allowing for immediate use of ASP and PHP after some configuration. The web root for IIS is located at c:/inetpub/wwwroot/, where users can place their files for testing via http://localhost. While installing PHP may seem daunting, various tutorials are available to assist in the setup process. Users are encouraged to explore both local development and potential paid hosting options for a more robust learning experience.