How hard/indepth is it hooking up a server?

Right now at work we are on a pier to pier network. The boss wants a server for some new software we are going to purchase. The local computer shop wants $6000.00 to install this server, so you can see why were considering the idea of installing it ourselves. I like to think I have a pretty good understanding of how to do it but, since I've never actually done it I am a little nervous.

Let me know if any of you have had experince with this type of thing and what are the steps involved for the installation.