Installing Personal Web Server?

I have asp.net apps I have written that might be useful running locally on a users machine. My question involves how practical or impractical this might be? In the past, we've written separate desktop and web user interfaces. But we find asp.net programming so much easier to develop and maintain than desktop (although that perhaps is mainly due to the fact that we control what operating system/environment it is being run on). But in any case, it seems it could be desireable to be able to install a personal web server on the users machine (like those that come with VS) so that the same exact asp.net app could be run locally thru a browser instead of distributing a separate desktop interface. We would need it to be a professional download/install that could be performed by the user without aid. Is this something that's done? Is it practical? Are there particular pitfalls to worry about? What personal web server would make sense that could be freely distributed?