How can I install Win server 2003 acting as domain controller and 2 numbers XP client using VMware in a single physical system ?

I am assuming you want to do this with as little $$ as possible. You can use Vmware GSX which is free but will require at least 2GB of memory to make usable virtual machines for 3 systems or since you need 3 machines you can use the host machine as the domain controller; install GSX and add the 2 client machines. You can also use ESX which cost quite a bit of $$ and is based on a modified linux core; but ESX is it's own operating system so you can add the 3 virtual machines directly to it.