MWShost is to be used for when two players cannot connect through normal means (ie. when both are firewalled). A third party (not one of the players) then runs MWShost and both players call them.
EXAMPLE: Firewalled Frank and Routered Randy want to play. They are both Firewalled. Hosting Henry runs MWShost. Both Frank and Randy then call hoster Henry. The MWShost interface pops up and the first player in should create a game titled (Frank vs Randy). Then the other player will join that game. That is all there is to it!
Happy gaming.