How to setup my own DNS server?

I am a newbie in DNS server setup. I have registered more than 100 domain names and now I want to put all of them live. I want to do the DNS hosting by myself rather than using commercial DNS servicem, saying I would like to have DNS servers as:
dns1.mydomain.com
dns2.mydomain.com

Currently "mydomain.com" zone file is hosted in the colocation center's DNS server.

I have one dedicated Windows 2000 server with many IPs. I want to use this server as dns1, and dns2 with different IP. this server has been setup as a DNS server.

The questions are:
1. how can I setup the dns1.mydomain.com as a reconginzed DNS server? Do I need to register dns1,2.mydomain.com with some agents? if so, where?

2. where I should setup the zone file for dns1.mydomain.com and dns2.mydomain.com–my colocation center DNS server or my own DNS server?

3. after I setup zonefiles for my 100+ domain names and change their name servers in godaddy.com to dns1.mydomain.com, dns2.mydomain.com, I won't have any problem on that. is it right?

Any suggestion and instruction are appreciated!

Madhu.