First you need a server, can buy them cheaply from ebay now with server 2003 installed. Just don't buy a web server, totally different animal. Or you could convert a desktop, but I would buy a proper server though, can get an old one for around £100 inc OS.
You need a static IP address, ask your ISP for one - some ISPs don't give them out mind, and if you get one you'll have to pay for it.
Once you have bought your server with a server OS, you can read up on the OS while waiting for it. You have got the static IP address from your ISP. Then you ready to go.
Plug the server into your router and give it a private static ip address and set it as your DMZ.
Once you setup the OS your friends, and prob most of the world, can access your server, via your static IP address given from the ISP.
Be careful what you put on this as you will prob leave security holes in and you may have an unwelcome vistor from time to time.
See easy, just takes a little thought and study