Just don't configure the Windows 2003 server to be a DC. Set it up as a member of the domain that the SBS server created when you set it up. Set up the SBS server first.
You don't have to run SQL/Exchange on the SBS server if you don't want to, but you will have to buy them as separate packages if you want to run them on the Windows2003 server, since the SBS licensing doesn't allow them to be moved elsewhere.
With SBS Premium, you have the DC, the SQL and the Exchange all on one box. You can host a web site on the other server, but you can't make the other server a DC, or run Exchange or SQL without purchasing SQL or Exchange software licenses separately.
Maybe you can send one of the servers back for a refund and get everything set up on your single SBS server.
Or spend the bucks for two copies of Windows 2003 server, Exchange, and SQL, and make one server a DC and the other your app host.
Being a DC isn't very process/memory intensive in the environment that it seems like you have, so I wouldn't be as concerned about where the DC function is running. If you are hosting something that the public hits directly, I'd be more worried about the security of running DC functions on a server that's also an application server. But for example, if one server was your web server and the SBS server held SQL data and the DC role, that would be a safer configuration.
Best bet there might even be not to join the other server to the SBS server's domain, so that you would have the two servers in two different authentication zones. This would only be practical for shielding your data/DC from public access.
ShackDaddy