well xp pro does making setting up netowrking alot easier then it would be with home and it gives you esier access to security features like admin accounts and locking the system or folders from the network. for a lan machine i would say your better off with xp pro since netowrking will be easier and you dont have to worry about how many you put on there.
i like your other components fine so your on the right track no matter if you get an athlon 64 or p4. what info would you like on the athlon 64 parts to help you decide between the two? Id be happy to provide whatever you need. If you are thinking purely gaming wise, then ahtlon 64 is the best performing wise to a p4 or ahtlon xp. so it comes down to what you want, cheap or performance. of course the more you spend now, the longer it will last you. i would recommend the ahtlon 64 2800+ or 3000+ combined with a chaintech vnf3 250 , since the combo is pretty cheap. now if you want higher end features, id suggest the msi k8n neo platnium, itll cost you about 150 versus the 90-100 for the chaintech.
the differnces between the two are big, if you use the features. the msi board has an onbaord firewall, gigabit ethernet , which could help you out performance wise during your lans, firewire, and alot of space for adding more hds, up to 8 at once.
the only thing id say about your other parts is if you get a board with sata support, i storngly suggest you get a sata hd, its easier on installation for one thing. you can geta sata hd for the same price as ata part so it wont make a differnce there.
in the end though, getting a p4/athlon 64/athlon xp will all give you a big step up and youll be happy with performance of any of them.