I\'m really not well versed in these things, I just want to setup an svn server locally on my computer. Also I\'d like to set it up and integrate it directly into Visual Studio
Rick Strahl, FTW!
Another great walk-through on setting up SVN with Windows comes from Jeff Atwood of Coding Horror:
Setting up Subversion on Windows
In a nutshell:
I would second Visual SVN server which is free and will have you up and running in a few minutes. It hooks up SVN over HTTP however and for a local Subversion installation that might not be necesary.
If you'd rather run just setup Subversion 'manualy' the following is a walk through of the process with focus on Visual Studio usage: http://www.west-wind.com/presentations/subversion/