I'd just like to clarify something for you xhispage
There are 2 types of servers: dedicated servers, and normal servers.
When you run a dedicated server, other people can join it, but you don't automatically join it.
When you run a "normal" server, you automatically join it, and other people join it.
MTA uses the dedicated server.
Just run the dedicated server thing, get a server going (NOTE: if you're playing over a lan, don't use ASE reporting)
Start MTA.
In the IP box, type 'localhost' (without quotes).
hit connect, and you should be playing on your server