Problems Setting Up Domain Controller

I’m trying to set up a test bed for teaching/learning Active Directory for my company. I’ve loaded MS Server 2003 on one PC which I want to designate as my domain controller. Another computer will act as my client with your standard XP SP1 loaded on it. I work in a secure facility, so I can’t hook it up to the Internet or our LAN. When I try to use the Domain Controller Wizard, it asks for an IP and won’t take any fictional IP.