Umm... Pardon this n00b-esque post

Ok, so I a friend of mine is starting his own record label and really wants to have his own website. I have made the layout for him and I know a bit about how to set up a server. My question is mainly this: are there any extremely small, lightweight servers that can do cgi? If so, are there any n00b friendly how tos that someone can point me toward?