Go at Valve folder, than go at a folder named: "hlds.exe". When you open this folder, it will appear a screen like that:
What to do on each space
Game: Here you leave it as it is, with Counter-Strike on it.
Server Name: Here the name of your server.
Map: Which map will begin when you start the server.
Network: What kind of server connection is (LAN or Internet)
Max. player: Max. number of players; slots.
UDP Port: Port of access to the server (I strongly suggest you put 27015 or 27016)
RCON Password: Here you put your password for Admin commands in server console.
Secure (Valve Anti-Cheat): Leave it unmarked, because people who don't have steam, don't have VAC.
Making your server better:
There are some things that would be nice to put on the dedicated server, for making it better.
For those which have a dynamic IP (which means that the IP on your server will change every time you close it, making you always to send your friends different IP's all the time, and so none of them will be able to add your server to favorites, since it always changes) get help with this program:
http://csallstars.ucoz.com/forum/24-185-1
For those who have shared internet, it won't be possible to make a server unless you download Hamachi; this will create a LAN connection between the people who are connected in your Hamachi account and you. (Ps: you will have to put in "Network" field the option LAN for this to work):
http://csallstars.ucoz.com/forum/24-188-1
For those who want AmxMod X on Counter Strike 1.6 dedicated server, just go here:
http://csallstars.ucoz.com/forum/36-198-1