Hi Jon,
Not a problem! Just to clarify; the above guide is to set up a development environment on your own Windows machine - this is the preferred way to develop
website hostings as you can test everything locally without having to upload your files every time you want to try something out!
Of course, you can simply upload all of your files directly to your eukhost FTP and test from there as it's all set up for you ready to go, even phpMyAdmin (which you can access through cPanel).
One problem with testing live is that it can be troublesome to error check. I don't use eUKHost shared hosting but I suspect they (as most live servers) have PHP error reporting turned off. This means that you will get a blank screen if you have an error in your PHP - which doesn't help you track down the root of the problem!
Although you may be able to turn error reporting on at runtime by using the code below at the top of your PHP scripts (you'll need to confirm this with a eUKHost admin, however, as I'm not sure how the shared servers are set up).
PHP Code:
error_reporting(E_ALL ^ E_NOTICE);
You can't really do any harm to your computer by setting up a WAMP environment; the only thing that could go wrong is if you delete your entire PATH variable in Windows. So if you do carry out this step, make sure you take a backup of this variable (just copy it into a notepad document or something, it won't stop you computer booting).