DNS primary server on the clients should be the SBS box and login should typically be less than 30 secs. It helps if the DHCP server is also the SBS but not strictly necessary. Client machines should be set to register themselves in DNS and if you want to go for the car you can put a hosts entry in the hosts file on the clients pointing to the SBS box.
SBS2003 is generally quite lovely but make sure you are doing regular backups or the transaction logs for Exchange will soon begin to mount up and eat your hard disk.
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