I googled "simple http server" and discovered mongoose.
It's Simple™. It Works™. I Like It™.
Download the mongoose.exe and run it and you've just started your webserver.
By default, mongoose serves from C:\ so if you browse to http://localhost/ you should see a directory listing.
Mongoose is configurable via the command line or via a configuration file.
Example: Server on Port 81
C:\>mongoose.exe -p 81
or, via config file you create a mongoose.conf file with the following content:
You'll probably do something wrong at some stage so you need to tell mongoose where to log errors. This is done via the e parameter:
C:\>mongoose.exe -e error.log -p 81
Check out the full manual explaining all commands.
This thing can even run PHP! Just tell it which file extensions you want to be processed via CGI:
Next, tell it where your php executable lies:
(The double backslashes are required for windows PCs like mine)
Here is my sample/example mongoose.conf:
# Error Log
# Ports (csv)
# Root directory
# Default documents
# (disabled with # comment)
# Add your special mime types here
# CGI File extensions (csb)
# Location of CGI interpreter (e.g. PHP)