hehe, so windows XP is your operating system.
FreeBSD is a unix based system, to install it you'd have to basically reformat your entire hard drive and, well, that would be the "hard" way of doing what you want to do.
FreeBSD and many other unix style OS's are available for download, and some of the installation applications will ftp the files to your computer, but it takes FOREVER if you don't have a solid fast internet connection - even then it takes a few hours.
anyway, more to the point, so you're trying to setup the styball patch or you need help with setting up the dedicated server? The server is easy enough, it's usually available as an executable so no compiling involved.
The styball patch is a different story. I'm not sure if you can get a the server program all setup with the patch, maybe you can because you're running XP and the software world seems to prefer windows.
I have a mac, so what I would do is: get the dedicated server source code from sourceforge or whatever; get the styball patch; apply it according to the instructions that should be include in the patch files; then install Xcode and compile the source yourself. I know at least one Mac user who has done this successfully. I haven't had time to try it myself.
If you don't understand anything I've said, then you have some learning to do

. Unless someone is willing to go into more detail, but I don't think there's a lot to elaborate on...
Hope that helps..
-Z