This document has information on how to configure a Slice (from VPS vendor slicehost.com) which has Fedora Core installed on it. This document will show you how to install and configure: a firewall, Webmin, SMTP (Postfix) server, POP3/IMAP (Dovecot) server, Spamassasin, Apache, PHP, Perl, Java6, Tomcat6, database server, Wordpress, etc. My only advice is install and use Webmin, it will make your life administering the server much easier!

How to provide a JVM with proxy server settings to tunnel through a firewall (when a proxy server is present)