Over HL2world Forums there is a post explaining how to start a a Half-Life 2 deathmatch server (thanks Blues). Just type net_start, sv_lan 0, deathmatch 1, maxplayers (whatever you want), map (mapname), restart in the console in this order and you're good to go. If you haven't got the game yet, here is a movie and here another one. More of them to come soon.