I assume that this multiplayer is with Beta since you mentioned it.
If you haven't got the server installed which I assume you havent, goto
minecraft.net and click download, then follow these instructions.


If you're running on windows and just want to set up a server easily, download Minecraft_Server.exe, place it anywhere you want, then run it.
If you want to run the server on any other OS, or want to run it without the gui, it's a bit more involved.
First, make sure you can use java from the command line. On linux and mac, this should automatically work, but on windows you might want to set up a PATH system variable.
Then download minecraft_server.jar to anywhere, then launch it as:
java -Xmx1024M -Xms1024M -jar minecraft_server.jar nogui

Also, you have to do this for anyserver, even if someone is on the same modem. You can set up the server and then have the other person connect, and set the limit of people for the server 2 to make this a private server. 

var fctb_tool=null;
function (t)
{
fctb_tool=t;
start(fctb_tool);
}