I still wouldent recommend a Windows server... thats the one thing that I dont trust with Windows. I had so many security permission issues with Server 2003... even with a program such as XAMPP, I still wouldent... I do use XAMPP as a temporary server when the main one is down though.
As said above, in order to run SMF, you need PHP for servers, and for YaBB, you need Perl for servers.