I had the passing thought to Google 'Opensim Vista' to see if others had problems with the installation.
I'm happy to say I found a nice hand-holding guide -
It starts off -
"If you’ve have ever wanted your own Second Life Island/Estate but didn’t want to pay the $1700 bucks plus $300/month fees for it, then this tutorial series is for you. I will take you through downloading, installing, and configuring an Opensim standalone server on Windows Vista using the community edition of MySQL. It is all free of charge thanks to many others who are forging a freely available virtual world platform."
It shouldn't be hard now.
Also, I don't see why these instructions won't work on XP too, so I intend setting up the OpenSim server on an older PC on my home network. Then I might be able to connect to the OpenGrid.