It would help to have specifics as it's pretty much transparent on a Mac.
If trying to set up a Dedicated server in OS X; UT will quit and the terminal starts up automatically once you have set up your hosting prefs and clicked on Dedicated.
A Listen server starts up automatically once you click listen.
If you clicked advertise server or your friends know your IP address they should be able to play with you? And your ping is zero!
So what exactly are you having trouble with
Also another good Mac resource is macclan.net