LDAP is available both as an open-source implementation and as a commercial product, such as the iPlanet Directory Server. The standard open-source implementation is OpenLDAP, which is available in source form and in RPMs for Linux. If you have a Linux distribution, you probably have a copy of LDAP on your RPMs CD; adding it is as easy as doing rpm --install. If you don't have OpenLDAP, you can get it from www.openldap.org.
For Windows, you need to get a ported version. We'll be using one available from http://www.fivesight.com/downloads/openldap.asp.
After downloading it and extracting LDAP into C:\TMP, you should copy the openldap directory (which might be named something like openldap-2.0.11) to C:\ and rename it as OPENLDAP. ...