This is not a manual about how to put up a server. However, it explains some background. Every server is a potential security risks since it gives others access to part of your files. A server is software that will allow you to offer data for download from your computer. The counterpart, a client or browser, will allow you to download data from a server.
Web servers are the most popular server to run.
You may want to run your own web server. However, Roadrunner would like to know about you running a server. Check the next point for more details on this. You will need to have your computer switched on, and connected to the cable modem, whenever you want someone to access your server. Microsoft FrontPage for example will start a little web server whenever you start it.