First of all my knowledge is total beginner with reguards to dedicated servers.

What I have done so far is use xampp to implement my own computer using connection hacked xp pro with a gaming server and web page capability from the results generated in mysql with php scripts.

What I wish to do is purchase a dedicated server to expand this as the demand for players to join my games far outstrips my computers bandwidth and I wish to not have to leave my computer on.

leaseweb.com

express server 2, as the price specs and most importantly 1000 gb bandwidth and windows 2003 suit my needs and leaseweb have confirmed they are happy for this server to run gaming software.

Basically my question is if I buy this server how do i connect to it? I believe there is no hardware firewall but i can install a software one. But if I install a software and am connected by remote desktop then i wont be able to reconnect without answering yes from a computer I can't connect to? Clearly there is more to this subject but alot of googling has left me none the wiser.