Sounds like you don't have your httpd.conf file set up properly.
http://httpd.apache.org/docs/1.3/windows.html#use
Check your
ServerName variable and make sure it's set to "localhost" or "127.0.0.1" or even your machine's IP address. That's the URL you'll be using to access your test site (http://localhost/ etc.) in your browser. Do not set this your your actual domain name, as your domain name most likely does not point to this test environment.