If you want to hosting a server on Cod4 is hard enough; hosting a server with a Deathrun Mod on it is even harder.
To actually make a normal COD4 server with no mods you need to click on "Start A New Server" then make sure that you have "Dedicated Server" turned on too. Then tweak the server to how you want it to be. Then after that COD4 will close and a application named "COD4 Console" will come up. The steps after that I don't know, so here is a video that I'm pretty sure that you can rely on:
https://www.youtube.com/watch?v=xwYg-3Ziv6o
