Servers need good cooling, air cooling will be fine.
For the hdd I would get a 80gb Maxtor, Segate, or Western Digital.
Memory would be corsair value select - a dual 512mb kit from newegg
Case- any old case that will fit the stuff and has plenty of places for fans
Dvd writer- from newegg that supports dvd+r and -r
vid- cheapest one on newegg -get the pci version so you dont make a mistake with the mobo
cpu- if you want a intel, get this: http://www.newegg.com/app/ViewProduc...116-157&depa=1
mobo- get a asus (known for reliability)
sound- mobo might include it (do you really need sound on a server?)
fans- any old fan -for a server you might want ball bearing, but sleeve will work just fine too
Sorry for the not-detailed responce, I have to leave soon (i would have gave you links and models)