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...