Server cannot be found on the network

Dear all,

I am brand new to this world, so excuse me if the questions I put look stupid.

I bought a Mac Mini server with Snow Leopard 10.6.3, and went through the installation procedure ok.
I did not set any DNS, Mail, or other since I just wanted to try it and get accustomed before moving forward.

First day, all ok, I was connected to my router through Ethernet, I could access the Internet, and see the other HD/computers on the network. I turned off the computer. Note: I did not create any user.

Second day, I start the mac mini, and log with the credential I defined at setup.
I try to open the Server Preferences, it blocks and prompts "server cannot be found on the network".
On the server field, I used the drop down menu, and selected the name I gave to the server, in order to try with it. it blocks and prompts "server cannot be found on the network".
I tried to change back to the original server info (something like an IP address followed by .an.arpa.net or equivalent, I do not remember), but this did not show anymore.

I thought that something was wrong and tried to connect to this forum. It would not work (connection lost). So I went to the System Preferences > Network, and it showed that the "Ethernet has a self assigned IP and will not be able to connect to the Internet". I tried assigning manual IP address, won't work. Went through the Network diagnostics interface, will not help...

I moved to my laptop, read a bit, and found out that I should change the firewall options. But when I go to System preferences > Security, I do not see any Firewall tab; only "General" and "FileVault".

In conclusion, I have 2 issues:
1) I cannot log into the server preferences
2) I cannot find the way to connect to the Internet

My network configuration is the following:

Mac Mini server >--- (cable) ---< wifi router >--- (cable) ---< DSL modem


Could anybody give a hand?

Thanks!!