If you have the server and the internet connection you can set up to host your own web site. Without going into whether you can or want to run on your own internet connection this is what you need to do.
Basically you need a server program, an email program and anything else you want for your site.
Apache server is quite common and free. So is sendmail. These are primarily Linux run (BSD, etc.) so you would need something like Red Hat, Slackware, etc. There is a lot of documentation on how to set these up--just go to their websites.
You also need some sort of domain name servers. Bind is quite common so you may want to look into that.
If you want scripting languages you need to download the ones you want (PHP, ASP, Perl, etc.) compile and upload to your server.
After you set everything up you can upload your site, let your domain name registrar know where the domain name servers are then 24-72 hours later your site will be visible to the net.
3. Your HTTP server.
a) if you have win 98SE + can use IIS 4.0 or 5.0
b) http://www.twocows.com search for a free HTTP
c) or you can download SAMBAR: http://www.sambar.com free
some futures not turned on till you registor $99, I definetly recomanded!
Cause: User friendly, Perl/PHP/ASP support.
Built in: FTP/Proxy/SMTP......;