-What are we going to make?
-A private server, on that you (only you!) can play.
-What are we going to make NOT?
-A pirate server, that causes commercial trouble for the game's developers (Blizzard)!
Step 1: Programs
You have to download a program: AC Web Ultimate Repack 7.7 [link]
And you need the .Net framework 2.0 (you can download that by Microsoft, it's free)
OK, once you downloaded the program, install it (to the the default directory, or the server won't work!!!)
You are ready for the next step!