Xml socket server

Hi everyone,
for making a multiplayer game or a chat app i need something called “xmlsocket sever”… i researched it and find some tutorials how to make connection… i tried it, create a java file, run it, run my Flash chat app… and it works:)
but there is something i cant understand… how can install that java file on my webserver? or can i?
or i neet smthing like “wowza”, “red5”, “palabre”, “fms”, “smartfox”, “electroserver4”… if yes, so whats the diffirence? i dont know which one i better for me…