I don't know where you got that from the post? The OP is asking how to configure server based options on Windows 2003.
DHCP, DNS, Proxy, and FTP are configured on the server, not the end user/client side.
GPedit wouldn't be the right answer either if it was on the client side. That would only be local policy which is not ideal to manage and a Windows NT style management method. He would want to look at Group Policy Management Console for client side features. Even then, DHCP will configure DNS, FTP, and Proxy on the client side. Restricted Users and Group Policy would be the ideal method to configure client side restrictions.