As to the question of whether or not being told to install the software by yourself for a purchased server being a "normal practice" i'd have to say that it isn't. I have never known of ANY data center to do that (Burton hosting, value web, rack force, rack shack, ev1, etc).
So, i'd have to say that isn't normal at all - its something they should do on their own, before even giving you the server information. Now, configuring the server once everything is installed would be more normal (I'd see something like a host setting up only one IP address and then you have to add the rest of your allocated IPs into cpanel on your own...but thats about it).
Hope that helps...