A couple of things that might help others finding this tread....
For our application we are saving hundreds a month by running our own streaming server over paying a service to host our media for us.
I chose Windows 2003 streaming media server because it wasn't much more to 'rent' a dedicated server 'account' with this OS than it was for Linux. And at the time I found more step-by-step instructions for streaming using Windows 2003 than I did with the other options out there. Windows 2003 Media Services has been around for a long time and there is a lot of documentation.
My learning curve was huge since I had to learn running a server plus streaming and security all at the same time - Oy! The streaming software came free and set to go on Windows 2003 so it was a short cut from my perspective. Although I hate Windows, I hate not finding the answers I need and being stuck much more....
--------------------------------------------------
In addition to the firewall port info for the RTSP protocol, on Windows 2003 you have to enable the
Control Protocol Plug-in for each protocol you want to use. You do this from the properties window for the server. Step by Step instructions can be found in the Media Help file on the OS.
--------------------------------------------------
My next move - will be to run my own box and then I will want a cheaper option for OS than Windows

that's for sure. I would never buy Windows 2003 for my own box.