Hi holod,
If this is a physical server you are renting, you may be able to use a workaround.
VMware have a free product, ESXi, which is essentially an OS that lets you host virtualised servers.
I would be inclined to get the host centre to install ESXi (the server must not be a whitebox, here is the compatibilty list:
http://www.vmware.com/resources/compatibility/search.php)
What you can do is install ESXi, then create a linux virtual machine (with two virtual NICs) and install SME to the virtual machine. You can then complete the install and use SME as a firewall. I have an SME server running this way.
ESXi is very easy to use--if you have used SME before I'm sure you would have no trouble.
Let me know if you have any questions about this kind of setup.
