Game server = web hosting server?

Thank you for your reply.

@xlsior:

Not all web hosts will permit you to run your own applications, especially not when they're binaries

Sorry, I don't quite understand. :(
eg. to run unreal tournament 2004 server, the game server must have the unreal tournament 2004 exe (ie. binaries) to run.
How come they will not permit us to run our own applications?

Thanks in advance.