Go to the Microsoft Support website:
http://support.microsoft.com/search/?adv=1
and do a search. There's lots of good info available here on any Windows Server 2003 topic you can imagine.
As to the error message you are seeing, this indicates that your network card is set to get an IP address automatically from a DHCP server but is not connected to anything and therefore cannot get an IP address. Once you plug your network card into a device that is providing DHCP services and it is able to get an IP address, this message will go away. However, on a server you should always assign a static IP address anyway - that is, if it is really serving a network. If you're just using it for practice, you don't need to worry about that yet.
Hope this helps!