You definitely want to have a pretty url, so do I! Just before you share your posts with other people all around the world, make sure you make your url pretty!
As mentioned before, to do this in Wordpress is just simple. What consume your time is the format you want?
This tutorial shows you how to install a wordpress using XAMPP on Windows.
Of course the first thing we need to do is download wordpress (http://wordpress.org/latest.zip). The version we using in this tutorial is 2.7.1.
After downloading the package. Unzip it under your html doc root. If you like to put it elsewhere you can setup a virtual host (See our XAMPP virtual host tutorial) to point to your desired location.