Windows Server has Domain services and this will allow you to create an Active Directory instance.
You may also get by with an ADAM instance on your desktop:
http://markparris.co.uk/2010/02/17/ad-lds-adam-for-windows-7-is-now-available-again/
If your computer is part of a domain already you may be able to use the domain servers on your network. Just be careful not to cause too much traffic on them.
cc