I recommend to install a linux server??
Which depends upon what you are doing. All Linux server editions will serve for web, mail, directory, dns, firewall, and other services. Which you choose depends a lot on other factors such as versions of software that you need to run, who is going to maintain it, how many users will be on the system. We use RHEL for our proxy browsers, supporting up to 800+ users per physical server (dual quad or six core cpus, 72GB RAM, 500GB+ disc space each).