I have never worked with an Apache server, before. I installed XAMPP on my WinXP machine, at home, and still don't fully understand it. But, yeah, it's free.
Conversely, you can download and install the fully-functional Developer Edition of ColdFusion Server. You can set it up for Apache, IIS, or use CF's built-in web server.
If anyone knows of a website that can offer ColdFusion help that isn't controlled by neurotic, pedantic jerks* (stackoverflow.com), please PM me with a link.
* The neurotic, pedantic jerks are not the owners; just the people who are in control of the "popularity contest".