First wipe the machine and do a minimal install and just work from the command line. Then add another NIC, I'll tell you why later. Setup a routing firewall with Shorewall. This is very important on a gateway machine because you will be expsoed to the internet. That will route traffic and give you the protection of a firewall. There is a howto on the shorewall site : http://shorewall.sourceforge.net/
There is an addon to do the VPN and you will find links to it at the shorewall site.
After that is done you can start on your other projects, but I would suggest putting them on another machine in a DMZ (the third NIC). If this is not an option then install them on the same machine and remember to open up the correct ports in your firewall configuration. For the mail server use sendmail or Postix (www.senmail.org, www.postfix.org) For web use apache (www.apache.org) For domain use (I'm assuming you mean a DNS server) use BIND (also known as named)(http://www.isc.org/products/BIND) but if you mean a directory server use eiter openldap or Novell's eDirectory (www.openldap.org, http://www.novell.com/products/edirectory/)
All of these refferences have excelent howtos and documentation. If all else fails there are plenty of irc forums for all of these topics and people are usually quite helpfull.
Good Luck,
J. Paulsen