Server Firewall or Airport Extreme

I'm using my SL Server as a small home web server, fileserver, etc. Should I let the OS administer my Airport Extreme through NAT, or should I set up my server as a "DMZ" and use the Server Firewall? I looked at the firewall in Server Admin, and it looks incredibly daunting. How would I best secure my Server, without limiting the network services like filesharing over my LAN, etc.?

Thanks so much!

P.S. I tried searching in this forum, but I couldn't find any answers that were quite what I wanted.