You will need to use 9.2.0 and I'm guessing that you've got 9.0.1. Specifically, you must install at least 126.96.36.199 in order to be supported on Windows 2003 server. Obtain the patchset and install it as well before creating your first database.
You do not have to install anything before installing Oracle--just run the setup.exe from the CD-ROM.
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