It all depends. You should install only the software/services you wish to test (I asume you mean your testing the security of the Linux box). I would advise you install some standard services like apache(or some other httpd), ProFTPd (not wu-ftpd which seems less secure), SSH, POP, DNS and anything else you want to play with. If what you want to do is to use the linux box to test others then nmap is a MUST. get it from www.insecure.org/nmap
