Is there an advantage to installing Apache server and if I do, then what do I need to watch for? I need to install Apache so that I can install the Crystal Reports web connectors.

O...k.... I take it that you are new to this so I won't be ugly. If you are using a RaQ, you already have Apache installed and running (otherwise your control panel wouldn't work). Apache is a web server software designed for primary use on Linux based operating systems. Most people who run Linux based machines use Apache for their webserver software. While it is possible to run Apache on Windows (I did), most people do not. Currently, there are no known major bugs in apache (most are patched pretty quickly), but you don't need to worry about them. Install your software as usual.

in general most of the linux distributions come with the latest stable realese of apache installed on them by default.
if you are talking about windows then you'lll have to download apache for windows to get it working on a win machine.