Well i don't know your ability level, so i will start with basics...
Easiest way to setup an Exchange server:
-get a static IP address(easiest config)
-make sure your server has a valid internet connection, before you even touch the Exchange software
-register your domain name(you need this for the @domainname part of the mail)
-install the software(keep the options to the basics)
-setup your firewall/proxy software/hardware, open port-25 for incoming mail
-request your ISP setup your MX and A records, to route your mail(@domainname) to your static IP address
-read read read... every book you can get your hands on...
Good way to find an Exchange book for your level is to goto amazon.com and search under "books" keyword: "exchange". Use this list and the user reviews to find a good book to start you off with...
Exchange is fun to admin, just becareful it is really easy to break.

Large businesses have dedicated admins for just the Exchange server(s). So it can be an excellent thing to know...
Good Luck...