right click my computer(on xp or 2k) click properties, in Xp it'll be under computer name, in 2k it'll be under network identification, click change, change to domain and type the full dns name for your domain..
example: domain.com/domain.local
click ok, authenticate with AD adminsitrator, restart, logon to domain.
and for the record, yes in 2k3 for sure and i believe in 2k as well DCPROMO will ask you if you want it to install and setup DNS during the promotion.