Yes, it costs way too much if you want to have atleast a bit performance.
I'll give you a small calculation:
If you're making a network game, (and you're good) you need to take into the calculations an average continious stream of data of 4kb per user.
Thats 64kbit per user. This is fair for a network game.
The better your upload connection is, the more users you can have on your server.
Say that you have a 1mbit connection upload, then you can host a max of 1024/8=128kbyte / 4kb = 32 users.
Now ofcource, you are not using your entire bandwidth for your game, so its fair to say that for 1024kbit upload, you can have 16 users without lag.
This also means, that you only have about 512kbit upload left for your other things, like torrents, fileuploads, browsing the internet (yes, every request for a page has upload traffic too) etc...
This makes having a connection to a server very expensive to begin with. Next you'll need a server (computer) that can be online 24/7 so you have a powerbill plus rent for that machine, and ofcource it must also run windows so your game is supported. You'll need a license.
You can count on atleast 70 euro a month for a cheap deal to get what you'll need. For free is not an option, and this will not be available anywhere.