A program to create an own server. Your friends could connect to you every time while your server is running and you are able to protect it via a password.

Have a look:

http://www.tucows.com/search

You also need to join no-ip or an other provider:

http://www.no-ip.com/

This changes your IP to a name so that your friend, only needs this name to connect to you, without it he must know your IP and the IP changes after every connect.

If you need more help ask.

Morgwen