First things first, licensing. You actually bought W2K Advanced server for such a small environment? Pardon my skeptisicm, but I doubt it. If this is a business environment and you are using an unlicesed copy of W2K, go out and purchase a copy of W2K Server---you don't need Advanced unless you need more than 4 processors in the server or support for clustering!
It would appear that this is a home network that you are using to learn Windows 2000 networking on.
If that is the case, in answer to your questions:
DNS -- install, configure, and test before installing Active Directory (give server static IP address. If your linksys router is an internet router, then be sure to add your ISP's DNS server addresses (or two reliable internetDNS servers) to the forwarding list on the DNS server.
DHCP -- disable on router, configure on server (after installing Active Directory, don't forget to authorize the DHCP server). Set options for default gateway (router), local DNS server and ISP DNS servers (in that order) and such to be pushed out to the clients.
As for web server and ftp you could run them on the same server, BUT if you plan on accessing these services from outside (via the internet) you should put them on a separateserver on an isolated network segment behind a firewall.