VaGunTrader,
From how I interpret your question, I am talking about subscribing to one. Meaning that the host owns the server and you are basically renting its use. For intents and purposes it is your own server.
There is another option where you do actually own the physical server. It's called Co-location. That is where the host will house your server in their data center and provide the connection to the internet.
In the dedicated server realm, there are often two choices. Managed and Non-managed.
I was referring to a non-managed dedicated server. That is where you are the admin of the server and thus you are responsible for maintaining it.
For a managed server, you still have the full resources of the server for your use. The distinction is that the host will maintain it. Such an account will cost considerably more.
For non-dedicated servers, there are various "Control Panels" available that takes a lot of the bite out of managing a server. C-Panel and Plesk chief amongst them. These products are designed to allow lessor knowledgeable people perform the common tasks of maintaining a server. i.e. Creating new domains, setting up your DNS, creating e-mail accounts and such.
Still, there is more to running things than just maintaining your forums.
Glad to see that Mindraven is at least promising a remedy to your problem. Hope it resolves itself.