Thanks for all your help. I spent a day reading and here's what got. Using microsoft's FTP server is correct: Here's how:http://www.simongibson.com/intranet/ftp2003/ Upgrade to the newest version of Remote Desktop and it is so simple it's almost silly Then as this link explains you can use VCN which is almost exactly like the Linux equivalant of SSH.
http://www.securityfocus.com/infocus/1677

Last but least LeaseWeb does close up their ports, the three that are assigned to use and a couple of ones not listed. To open the ones you want in Windows Web Server 2003, You need to:
1) On the desktop Right click on My Network Places.
2) Select properties.
3) On Local Area Connection(the one without the Red X) Right click.
4) Select properties. This bring up your IP Protocol[TCP/IP]
5) Select the properties box.(The one to the left is uninstall)
6) Your will see your subnet mask, IP, etc.
7) Select Advanced tab again. Now your in the Advance TCP/IP settings. Select tab 4 Options.
8) Next select the properties box. and there you go.

You only need one port open. For mine I choose *****

Thanks for all the offers to help with a guest login, but I thought it would be better if I figured it out on my own. That way I could understand what was happening