Help with server creation and handling.

Hello there. I had some problems regarding networking and I found that maybe I was starting from the wrong assumptions.

Im creating a multiplayer FPS game, but I guess the question would apply to any kind of real time multiplayer game such as rpg, racing or strategy.

I tried coding a server creation feature, but I found that I need to have a server running all the time so people can join my site and play it, so my question is, how can I have a server running, so any player can see it and join (I read every article on networking I could find, please dont post me the m2h example again. Great stuff, but not helpful for me.) I want to use unity's own functionality instead of a third party (again nothing against those as they are great, but not what I want). I dont like having things done but I rather learn and know what Im doing. I was able to connect a web player with the unity editor but as soon as I exit the one that created the server, the game is done. I need to find a way to have the servers running. Thanks in advance. Hope I was clear enough.