Thank you for the reply CrazyD.
By "third party host" I meant relying on a company to host me; as opposed to hosting myself.
In order to host myself I'd have to have a static IP address, an ISP that allows VPN's, and hope no more than 10 people at a time view my site. That is too slow and I need higher bandwidth. A T1 line, which is like over a $1000 a month is out of the question.
I guess the only way I can ever be my own host is to setup a series of servers, subscribe to a T3 provider, begin advertising myself as a web hoster, and hope I can get enough customers to bite in time to pay the $7000 a month T3 service charges.
Takes money to make money LOL.
So, self hosting isn't an option at all. I know that now.
I've decided to go with a Virtual Dedicated Server from RisingNet.
The reason for that is because I run FlashChat from within my forum, and have a ChatBot in the room. This type of IRC activity is forbidden on most shared server hosts.
I've never used an Operation System like Linux, or FreeBSD. I hope I will be able to figure out how to work this stuff from my WinXP Desktop.