if you have XP Pro this will help you get IIS set up http://www.learnthat.com/courses/computer/windowsxp/iis/
If using XP Home you will have to use a third party, ie Apache,Xitami or something
to get your domain name you need to use a Domain Name registrar, search the web there are lots of them out there,
Just seen your OS is vista same way as xp though
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