HP DL servers = Density Line. It's meant to be put in a rack, which means it's in a place where it's ok to be loud and needs good cooling.
They're built to support hot-pluggable hard drives, sometimes multiple power supplies, etc.
If you just want to play, what do you want to play with? The operating systems? You could put them in a virtual machine on your Mac. If you really wanted to play with removable HDDs/PSUs, then you're in the right place. Normally servers want to be somewhere cool. Put it in the basement and run a network cable to it so you can manage it remotely.
If all of that sounds daunting, put it on eBay. If you're looking for something to use as a server, any PC will do. If you want production quality server hardware, you're going to always get very well ventilated servers (which means noisy).
I bought a pile of stuff on eBay for my home networking and VMware lab. And it's practically silent. I've got nearly 16 GHz and 16 GB of memory available in a resource pool between two systems for hosting virtual machines.
If you're interested in getting into system administration and such, and have more questions, drop me a PM.
Side note, which generation DL140 did you get? G1, G2 or G3? (Is it a single Xeon, a hyperthreaded Xeon, or a dual/quad core Xeon?)