You could easily hire a server management team, and ask them to teach you what steps they do when they configure your server. I've used Platinum Server Management before, and they did help me a lot in teaching basic configs, setting up firewalls and such.
However, I would really advise you to hire a server management company, if you have no experience prior, and/or if you intend to go LIVE/use the server for production. Because when shit happens, and hits the ceiling, it's best to have experts ( if you are not one yourself ) ready to go and repair yeh server !
If you use the online route, you could always get a cheap KVM server, for a couple of dollars a month, and keep playing with it !