setting up a mail server

Let me explain in detail.I have a registered domain say: ABC.us. which is at present being operated by godaddy services to send and receive my emails. But now as I want to setup my own mailserver on my win 2003 server. I am using verizon FIOS with the router acting as DHCP server. Do I need to setup a DHCP server again and DNS, ADS and mail server.Please explain in detail the settings I have to make in the dns server. I don understand the concept of MX record. how will i know my pop and smtp server as I want to operate with out the interception of godaddy services.
pls explain me in detail I would be really grateful and if u a have a doc pls send it to vijaykumarreddy.r@gmail.com