I don't really see why you'd need "the whole package" in one program. I've set up a free HTTP/FTP/VNC/SMB server on both Windows and Ubuntu on my PC before, it's quite easy. I wrote a tutorial for setting one up in Ubuntu, it's on Instructables.
For Windows:
FTP: War FTP Daemon
HTTP: Apache2
LAN: Windows Explorer has it built in
VNC: TightVNC
Ubuntu:
FTP: GProFTPD (a GUI frontend for Proftpd, install both on terminal)
HTTP: Apache2 (EASY to install and run, just "sudo apt-get install apache2")
LAN: Samba (integrates with Nautilus, the Ubuntu equivalent of Windows Explorer, configure by editing /etc/samba/smb.conf)
VNC: Ubuntu has remote desktop built in, just System->Preferences->Remote Desktop to enable
If there are any other protocols you want, there's most likely free programs that host them. I host game servers on mine occasionally as well.