No problem, man! Here's the simplest possible solution:
Step 1:
Download serproxy
http://www.lspace.nildram.co.uk/freeware.html
You'll probably have to modify the serproxy.cfg but you'll figure it out. Most importantly the serial settings have to match those of your Arduino, and you have to know which port number the php script will connect to. The following line in serproxy.cfg will tell you the portnumber:
net_port1=theportnumber
Step 2:
Do you have any experience using php? If not, then start learning! Got a webserver with php? If not, download and use PortableWebAp http://portablewebap.com/portablewebap.php This is a very simple, tough rather complete webserver. You'll figure it out. 
Step 3:
Build the website! I'll give you a very basic script to send data to your Arduino through serproxy.
<?php
if(!empty($_GET['do']))
{
//open a connection to your computer running serproxy, on the port you found in serproxy.cfg
$fp = fsockopen('localhost', 5331, $errno, $errstr) or die('Error('.$errno.'): '.$errstr);
if($_GET['do'] == 1)
{
//send character code 2. Can be replaced with whatever you want
fputs($fp, chr(2));
}
elseif($_GET['do'] == 2)
{
fputs($fp, chr(3));
}
//close the connection
fclose($fp);
}
?>
<a href="?do=1">On</a>
<a href="?do=2">Off</a>
There you go, that should be it! Don't hesitate to ask further if you need more help. 
Oh, don't forget to replace 5331 in the script with whatever portnumber you have in your serproxy.cfg!