Having trouble with localhost, wp, and mysql

My goal is to have a wordpress installation on my localhost that I can customize, then transfer it all over to a live web host at some point when I’m satisfied. I have installed wordpress 2.8.1 on my local machine. I’m running a win xp pro (sp2) machine with apache 2.2.4, php 5 and mysql 5 all running fine on it. I installed wordpress in my htdocs folder and when I visit the index page there it says:
“There doesn’t seem to be a wp-config.php file. I need this before we can get started. Need more help? We got it. You can create a wp-config.php file through a web interface, but this doesn’t work for all server setups. The safest way is to manually create the file.”
and there’s a “Create Configuration File” button here. When I press it, it wants me to enter all kinds of info about my database installation, such as:
1. Database name
2. Database username
3. Database password
4. Database host
5. Table prefix (if you want to run more than one WordPress in a single database).
I know almost none of this info, as I followed the mysql install instructions and I don’t remember seeing this info at that time.
Can someone help me?