~nods~ Yup, and linux isn't too hard to get, once you fool around with it a bit, plus being open source, there's a ton of white papers and forums that can steer ya right...
As far as running a dedicated server VIA Windows, best you could do is using a VServer on a Windows machine, which basically tears apart your resources quick.
If you hosting a small PW Server, where you don't plan to have a whole lot of players, then I suggest E-bay...
Get a cheap server, install Linux, and mess around with it. I did that for a test server I'm working on... I got a Dell 6450 Poweredge quad processor P3 Xeon with 4 gig ram and 4 - 36 Gig SCSI drives with a PERC 3/CD for 10 bucks!
