I am also a lone developer, and I use Subversion and TortoiseSVN.
Setup of Subversion is quick and painless; it can be done in less than half an hour including setting up the repository.
There is no requirement by Subversion to run on a server, I actually run it on my local machine and keep my repositories on a separate drive. Connecting to the repository uses svn:// instead of http://. I'm not sure why you require that it does not expose itself to the network, but this would be a matter of security via obscurity. I'm sure networking experts could suggest better methods for locking it down, should that be necessary.
Once the repository has been created, commits and updates from the repository are as simple as right-clicking on a folder in Windows Explorer.
