Unlike windows server (which I understand to be a very different operating system to windows xp), ubuntu server uses the same packages as ubuntu desktop (the only difference is that each version has a different selection installed by default). So, if you want to use ubuntu desktop as a server, you should simply install ubuntu desktop (you'll almost certainly want to use the 64bit version if you've got the memory available), and once it's installed, use the package manager (Synaptics Package Manager, most likely) to add the services your server needs.
I'm afraid I have little experience with managing the windows roaming profiles from linux, or hosting an active directory from linux (in fact, I've never heard of a linux server being able to be the domain controller for a windows AD domain, but I'm hoping somebody else will be able to shed some light on that), but you'll want to use the package manager to install:
samba server (this is your windows file sharing and printer sharing - you'll most certainly want this)
apache2 (this is the webserver you'll most likely use, if you need a webserver)
dhcpd (this is the DHCP server you'll most likely use, if you need this server to be a DHCP server and NAT gateway)
I'm sure some others reading this thread can add some more suggestions of packages you'll need to complete your server.