Thank you for your guide, it really helped me installing my server.
Anyway, I got an error saying the mb_warband_dedicated.exe / WSELoader.exe want to create a window. I solved the problem by using the linked server version 1143. The server version from the taleworlds website (1153) throws graphical output out. This might be fine on windows or linux with complete installed x window system, but it's not working on console server.
You might want add this to your guide, so other people don't get the same problem and gnaw at their keyboard.