Windows isn't the best place to run a (dedicated) server on. This is not an oppinion, but this is a fact. I've run counterstrike and q3 servers on both Windows 2000 and Linux (Slackware). Windows 2000 was on a better computer, but the results were worse. The Linux servers could run for days at a time, while I had to reboot the Windows 2000 servers at least once a day. I didn't get the chance to test the servers with a lot of people on it, but I know from other people who have run servers (and played on them a lot too) that Linux servers usually have less lag than Windows servers.
Setting up a Linux dedicated server is harder and more work than setting up a Windows dedicated server, but Linux gives better quality and requires less maintenance.