I assume you are installing Active Directory to practice with it since you are not part of a network?
Microsoft figured that if you want to install Active Directory you are indeed connected to a network because that’s what Active Directory does….it helps manage Network Resources. Anyway, what you need to do is either 1. Install a network card and hook up to a hub or switch..the hub or switch does not have to be connected to a network or 2. Install the Microsoft Loopback Adapter (for XP and Server 2003) This will mimic a network connection and let Active Directory install.