I hate to say it, but it's going to be a bit of a long, hard road. Windows and Linux are very, very different animals. And, if you're cominig from a no command line, GUI filled world, it's going to be a very steep learning curve for you.
If you're not familiar with shell scripting, it will take some time, just to learn your way around the command line. Then, you have to figure out how to install and configure Apache. That's difficult. Then, installing and configuring MySQL... Again, difficult and time consuming. Then, you're talking about installing Perl/Python/PHP scripts and having them talk to the web server, that's an additional learning curve.
I'm thinking that a very knowledgable Windows geek who has set up IIS before, and understands web dev on a Windows box, but without any linux experience whatsoever is probably looking at a couple of months of dedicated learning to get all the technologies to work together well. And then, security is an issue.
I mean, just learning how to edit a config file over the comand line using Emacs or Vi could take a week.
If you're familiar with Windows, try using WAMP on Server 2003. You can ususally get Windows 2003 hosting for a $10-20 premium over Linux hosting. There will still be a learning curve, but it will be a lot shorter.
That being said, any forray into Linux land is a good one. It teaches you a lot of really good things about how computers and networks work that you just dont' understand from a Windows only world. And, knowing *nix is a skill that won't be obsolete the next product cycle. Unix is well worth learning, but it is probably not the best option if you want to launch your startup next week.