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XAMPP is the best local test server. If you would like to learn how to set up and use XAMPP to install and test Magento in a local test environment visit http://ecommerce.ipicdg.com

If you are developing on a live server you might also want to consider limiting who can access the site. You can do this by navigating to System > Configuration and then clicking on the Developer tab...

There is a Magento Users Guide available that is better than the online guide and better than the Official guide. You can learn more at http:ipicpublishing.com/magento/compare.html