I've now got my site installed on XAMPP now and the database is all set up in PHPMyAdmin. When I load the homepage, everything looks okay, but if I click on any of the links on the site it takes me to the XAMPP homepage.
In fact I can't get to any of the pages apart from the homepage! The wp-admin and dashboard are all working, it's just the actual sites posts and pages. They all lead me to the XAMPP homepage!
Anyone got any idea what's going on here?