do what randy hobo said then install it, there will be a happy little icon on your desktop that looks just like the "play esf" icon, but "dedicated server" instead, double click on it, it will download dedicated server stuff for you, set it up how you want it then there you go. You can even play esf on the same computer you have the dedicated server on. You'll have like 10-13 ping or so. But that's ok
hope this helps