For the DNS IP address (which is what it's looking for?) put in the IP address of the server itself.
Once you get past that, do you really want a Windows domain?
Assuming that you do, on top of your current install you need to install/configure DNS.
In the "Configure Your Server" wizard, go ahead and install DNS. If it asks you, you are NOT a root server. Almost forgot, have your internet connection up when you install the server--it's going to try and contact the root DNS servers during install/configuration. I don't remember when exactly it does this, but it does this.
Go ahead and launch the DNS MMC (admin Tools - DNS). You need to create a "forward lookup zone". MS speak for setting up a normal DNS. See above note on not being a root server. Select a domain name--I suggest a non-internet one, like domain.local or 4CP.local or domain.idiot or some such. You're trying to avoid getting into future DNS issues, like if the domain name you choose shows up on the internet. As I remember it, the rest wasn't too bad to just follow the wizard.
If you want, you can configure the DNS using the Hints tab, and put in the DNS servers from your ISP. (Optional). Now configure your clients to point to your DNS server, and they'll route all their DNS queries to your DNS, which will forward Internet requests out to the internet, and handle internal ones (like MS Domain stuff) itself.
I'm having one issue--something on my network is triggering a Dial-on-Demand every hour, and I can't figure out who it is, so I can kill it. I suspect the DNS server might be doing it, but I can't prove it yet.
--Woodie