I was wondering if anyone could tell me how to set up a server.

Everything you need is available here at EIS's site. Download the demo version of the server, it will get you going to make sure your hardware is up to the basic tasks. If you wanna run it publicly, you need a static IP, or dyndns type hostname updating so people can find you. You need a machine that you leave on, and can afford to have the processor ticks being eaten up by the games processes. Finally, you need a level head and a good repore with people as you are inviting the masses into your house to play on your computer. Then it is just a matter of banging interesting games and attracting the players.

Guy