Sometimes it's good to compare different competing solutions. Today I felt like installing Xen Server since it had been a while. Here are the steps.
1. Download the software and burn it into a dvd.
2. Boot your physical server (or virtual machine) from the cd. Answer the typical questions. A virtual machine inside of an esxi host was used in this case. I gave the vm 2 cpus and 2 gbs of ram. Make it a 64-bit linux vm.
3. Once the installation finishes, reboot the xen server
4. Launch your browser and connect to the xen server to download the xen center.
5. Install the msi.
6. Launch the Xen Center utility.
7. Add your xen server to your inventory.
8. Create a test vm by clicking on the New VM icon.