If you are happy with using Microsoft's free Personal Web Server, ASP is built-in so setting it up is extremely easy. Microsoft has designed it's Windows NT option pack 4 to install a Windows 95/98 version of Personal Web Server when run on a Win 95/98 machine. You'll find the option pack under the 'downloads' section of the MS Windows NT / 2000 site:
Microsoft will require you to register to get this download. Once you have the setup package, run it and the setup wizard guides you through the install.
Once rebooted, you will have a PWS icon in your system tray. Right-click and go to Properties. In the window that opens-up, choose "Advanced" at the bottom left and a view will open showing you all the currently defined virtual directories (http://yourComputerName/virtualDirectory).
If you click on any directory and then on "Edit Properties" you'll see that you can assign permissions to read, execute and run scripts. Your ASP pages will require running scripts and potentially, execute permission. Make sure one directory you use is permitted to run scripts and you're ready to use ASP!