Server Hosting info please

I am looking for the "Advanced" tutorial on server hosting.
It looks like my connection is stable enough and fast enough that I can keep a server going.
I have a server up now for the KOTL and was informed that it did not "end" but just kept going. Any idea what I may have done wrong?
exactly what options (and how) can you control when hosting a dedicated server? How can I change the pswd without editing the prefs file? so many questions, so little understanding. Looking for all helpful input.

Thanks

Bill