To get the url, for the download, you need to rightclick the file on your site, and then choose details(or whatever, im german <.<) and then youll see the URL.

If your PC doesn't let people join you probably have a firewall. Do you have a router? There are often firewalls on routers, but you should be able to open a port.

To compile a hosting package, run DM and load your world. Go to the options menu and click on "Package World...". Then follow the steps and it will create a zip file with all the contents you need for hosting.

For your hosting problemes, you might have your firewall running. If you do and it's a software firewall, go in the controle panel and open the firewall options. The last step if to add DS to the list of trusted programes. If it's hardware, I'm not sure how, but you have to open a port and specify the same port when you host with DS. It prompts for a port.

You only need it on a site if one fo the following are true:
1. You want it to be hosted 24/7 without having someone else host it
2. You want for other people to be able to download and host it.

You can still host it without it being on a website though.

OK. Now put the web adress where you uploaded it in the 'Download URL' box, unless your paying for a shell server. If you are, put it in the 'Login URL' box.