Most game server providers (GSPs) have servers automatically configured and possible even have MetaMod and AMX Mod X install options through their control panels. If you're going to need to install AMX Mod X yourself, there is a simple set of instructions for installation in the documentation
(if you're renting from a GSP you probably need to do the manual installation).
Given the limited amount of information that you've provided and the fact that you posted in the AMX Mod X support forum, this is what you get.
If you're asking about setting up HLDS then you should first search for the instructions. There are many out there. If you need help, with that particular step, you should post in the HLDS forum