First make sure you read and understand Active Directory Installation Requirements. If you don't comply with all the requirements of that article you will not be able to set up your AD (for example: you don't have a NIC or you're using a computer that's not connected to a LAN).
Note: This article is only good for understanding how to install the FIRST DC in a NEW AD Domain, in a NEW TREE, in a NEW FOREST. Meaning – don't do it for any other scenario, such as a new replica DC in an existing domain. In order to install a Windows Server 2003 DC in an EXISTING Windows 2000 Domain follow the Windows 2003 ADPrep tip.