Counter-strike amxmod and dedicated server?

I have counter-strike on my computer and i want to make my own server. For this do I have to make dedicated server and then when I make a dedicated server to I download the amxmod and then drag it into my dedicated server folder or cstrike folder? Also when I try to enter my dedicated server it says "steam validation failed or something like that" and i cant even get into my own server.. I don't get this. And one more thing is that does Amxxmod thing have a virus in it or something or is it safe?