This is a client problem, not a server problem, and I believe its been answered on this forum before but I'm too busy to find the exact topic so you'll have to use the Search.
Are you choosing servers from the server browser and double clicking on them, or just trying to connect without putting anything in the IP and Port boxes?
Don't worry, we've had a lot worse noobs than you.
And if you're looking to script things on the server, you might wanna check out this:
http://www.forum.mtavc.com/viewforum.php?f=30
This isn't part of MTA, it's a 3rd party script. You'll have to ask the script author how to use it, as the MTA team itself doesn't actually supply these.
http://www.forum.mtavc.com/viewforum.php?f=30
This might be possible with the SDK, but I'm not sure. If you're going to be using foreign objects (which aren't in the game), it's probably going to be very difficult.