Well there are plenty of useful Tutorials in the Tutorial section of this board.

I'm not sure about your current setup, but you would need at least a hub to connect these computers together.

You could also get a router to seperate your current network from your "sandbox". That would simulate you attacking a host remotely through another network.

In terms of OS'es, it depends on what you want to play with. I would recommend starting out with a Windows 2000 server (to act as your business server) some windows 2000 pro or XP clients (maybe even Windows 98 ) and a RedHat Box, just to throw from *nix in there for you.

I would just install the basic services, maybe a few extra ones that you know are weak. You can always reformat/install other services when you feel the need. Maybe find out a vulnerable service and install it to play with and see what you can do.

so some research here at AO, in terms of methods for pen-testing, scanning, etc....

some other links you might find helpful:

NewOrder
Astalavista
PacketStorm

hopefully I answered your questions.