We start with Windows XP SP2 (doesn't really need to be a 'server'). My requirement is to rely on the .NET framework and open source tools - i.e. not requiring a Visual Studio Licence. We're using .NET 2.0 so everything will be in reference to that.
I assume here that you'll be familiar with the actual software below and just want to get a Build Server up and running without having to install Visual Studio. If you're not familiar with Continuous Integration then start by looking at Martin Fowler's Continuous Integration article and then the info on CruiseControl.NET, as that's the tool that pulls everything together.
There's help on each of the sites below for installing and using each of the tools, so I won't go into detail about each one. The order of the list isn't critical, but you'll probably have some issues unless all are done.
Once you've got all of these set up then you'll be able to add some builds to your ccnet.config file ( most likely c:\program files\CruiseControl.NET\server\ccnet.config)
Test CruiseControl's happy by going to http://localhost/ccnet It should come up OK but basically show 'no projects'.
I'm not going to go into detail about setting up the builds here but may cover that in a follow up article, as it requires some more setup with SVN and a 'standard' project structure (to get benefit from reuse of build scripts). If you're still with me then I'll share one last thing which might help...
Some people choose to have NAnt in a standard place and just reference it from the PATH, but I now use the power of svn:externals to drag in NAnt, NUnit and other common external dependencies like MS Enterprise Library from a shared SVN location to each project. This means you just get latest of a project and it has 'everything' needed to build - no installations or assumptions about locations of tools.