Plesk is simply a "nice" control panel to do many things on a server, or server related. You don't *need* plesk any more than you need a hole in the head.
Unfortunately it does cost money to do most things in the world. First off you need to register the domain you would like to use. To do this you need to goto a registrar - such as 123-reg, godaddy, whoever.
Once you've bought the domain you can point it at something called a nameserver. This nameserver contains records for your domain. You can then setup any DNS record you like on the nameserver, which tells software where to go to find contact your services - i.e. a website.
Typically a registrar will supply a nameserver, and allow you to edit the DNS records yourself. You can setup your own nameserver, or transfer it over to another, but this is another issue.
You can then setup yourdomain, www.yourdomain, or whatever.yourdomain to point to an IP address, or another DNS record. You then simply setup your server to respond as appropriate. For example in Apache or IIS you would setup an additional virtualhost or website.
Granted this is a bit of a nutshell, and there are other types of DNS record, such as ones that advertise services, and so forth, and there's a little more to do, but it's not all that complex
All this costs is the cost of the domain name. There are services providers, such as google, or Microsoft who will provide a domain, and hosting with some basic services. You have little control over the domain, unless you transfer them to another registrar.
well, i can buy a domain, i did it for www.dinsterzz.eu
so after i bought a domain, what to do next?
i'm building a server right now, well, more media center
There are a few floating around on the net, but they're either very general, or very specific to a specific role (i.e. DNS server, LDAP, HTTP, etc.) and OS...
I'm sure that there are guides about DNS, which I think you might want to read to start off with.
ok, this is what i have:
a computer
windows 2003 server linux(ubuntu, suse, redhat fedora core)
for the windows os i have http server software,
for the dns, i found guides, so thats all i need right?
or do i still need a paid domain name?