Player 0 is everyone connected to the game
All that client/server mode does is tell DirectPlay to route *all* messages through the server machine no matter who the message is for. It doesn't give the server any special functionality. You may as well use peer to peer, so you have the option of fast message transmission to the other clients.
I guess that the best way to do the server is to reserve a special message type that you transmit to all users, but only the server machine responds to (either because it is a server-only program, or because it knows it is the server by checking NET GAME NOW HOSTING function)
The winsock plug-in is done and the help files and tutorials are being written as we 'speak'. It's all taken far longer to do than was thought at the start.