Hi,
You'll need to do some DNS work here.
The easiest solution is to find a provider that will host your DNS records. I believe Granite Canyon still does this for free (
http://soa.granitecanyon.com/).
The do-it-yourself solution is a little bit more involved.
You'll want to install a DNS server such as BIND or djbdns or any of the other smaller ones on your server. Next, you'll want your your server to have atleast 3 DNS records:
yourdomain.com
ns1.yourdomain.com
ns2.yourdomain.com
After that's all set up, go back to the website where you registered your domain. There /should/ be an option somewhere to register new nameservers. From there, add ns1.yourdomain.com and ns2.yourdomain.com with your IP address.
Finally, go into your account configuration (from the registrars website) and tell it to use ns1.yourdomain.com and ns2.yourdomain.com as its primary and secondary nameservers.
Save all the info and you should be able to access your page within 24-48 hours.
This really wasn't a step by step tutorial since there are a bunch of different ways to configure this type of set up -- but it should give you a general idea on what needs to be done.
Hope it helps a little