Guess you could start by downloading Apache, WAMP or IIS. Depends which server software you like the most. WAMP has Apache + MySQL + PHP included and is very easy to use at home.

What are your intentions with the server? Are you going to host your own website? Use it for testing GS multiplayer applications? Do you want to allow only local access to yourself from your own LAN? or do you want to allow other people connect from over the internet to your server?

Remember that installing a server to allow remote access over the internet isn't safe for workstations (could compromise security). If you don't understand how it works after downloading and going tru the FAQ's, I can help you.

Dusty