let say i bought new domain, and not from some company that also give me "10 e-mail addresses and full connections" and all this ****...
how i connect between the admin i bought and my new server?

same question, but lets say all i want to do is to change from the server that i'm on now, to some private server

what exactly i need to do ?
(please tell me if it not in the correct forum)
thank :) ,Dekel