[Tutor] How do you simulate a CGI script locally?

[Alfred Milgrom]

I guess this is a pretty stupid question, but I haven't been able to find 
the answer anywhere.

I want to develop a CGI script, and I'd like to test it locally (I mean on 
my own computer, running Windows), rather than uploading the file to the 
server, testing it, revising it, and so on.

My question is: how do I make my Python program behave like a CGI script, 
where print statements end up shown in the browser window. If I point my 
browser at my CGI test file, it runs, but the output goes to the DOS box 
instead.

Any help would be appreciated.
Thanks,
Alfred Milgrom