Minecraft – I want the snow golem to do some damage to mobs, how can I set that on the server

It's now built into 1.4.5 (and perhaps earlier 1.4.x). This is a command built into the server, and also single-player, if you have cheats enabled.

/gamerule mobGriefing false

Exactly as you want: creepers damage players but not blocks.

As a bonus, I just installed the "Ice Cream Sandwich Creeper Mod" -- in snow biome, creeper explosions leave ... well, just as the name implies. There's also full crafting support.

Not counting mods, the best way I know of is to make sure the area you're "protecting" has a floor made of blocks which don't allow mob spawning.

Any transparent block will do the trick, such as glass or snow, and in your case maybe Slabs will be most suitable.

For more in-depth information about spawning and spawn conditions, check the wiki: http://www.minecraftwiki.net/wiki/Spawn#Mob_Spawning