This post shows you how to configure Domain Controller in Windows Server step by step and promote your server to Domain Controller.

If you want to install and configure DNS on your Windows Server, assign a Static IP Address, install DNS Role. add a new DNS Entry. limit IP Address, etc.

I just came across the issue of building up a SQL Server 2005 on a standalone copy of Win2003 and then joining the box to a domain later if there will be any issues. A quick google search turns up ...