At this point I would say your best course of action is to actually do the install and come back to us with specific questions/problems.
A very good resource for you will be
http://www.tldp.org - The Linux Documentation Project. This is where all the "HOWTOs" are kept, they pretty do exactly what they sound like - tell you how to do specific things on your system(s).
As far as getting Windows and Linux to talk, yeah no problems. Just put a network card in each, give them IP addresses and you're away. You'll probably want to use Samba to make your Linux box look like a Windows machine, that way Win2K will happily map network drive to it and you can easily drag & drop files. You can also do the opposite and access shares on the Win2K box from Linux without too many difficulties. Cleraly you'll be able to use other methods like ftp to move files around too if you wish.
The USB ADSL modem will be the biggest challenge, I know that there are specific HOWTOs out there for that model have a google for them. As for hosting the web sites, thats just a case of getting a http server like Apache up and running (dead easy), and get someone to point a public name to your IP address. You'll probably want a static address though unless you are going to use someone like
http://www.dyndns.org
HTH
Jamie...
PS - Spelling? Grammar? I can't get either right!