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You could build a server with AD, dhcp, DNS ect, then create a XPVM, join it to the domain, create users in AD and use their accounts on the XPVM and the users could be in different groups so you can see the difference how permissions work ect.
I personally prefer the Sybex books. If you are looking to get a good understanding of the OS and AD then go for the MCSA four book combo. It will give good overall coverage of the OS, DHCP, DNS, WINS, RRAS, Policy and how they all intertact with AD. Every section has several small labs that walk you through setting up and modifying the various components.
Get your facts first, then you can distort them as you please.