The first screen seems to be just saying that a problem report has been created. I presume that the files listed in the second screen contain that data. Anyway, my German is a bit rusty, but I do not believe there is any information in those screens other than that the PHP module took a fault.
One would expect that this is some kind of configuration issue since all that will have happened with the setup program is that it will have attempted to attach to your database.
I do not know if this works on Windows XP, but you might want to give WampServer a try. It is all integrated and ready to run. It is what we developers use for our local testing.