Ah, I see.
As for the latter part that is a problem of updating. When you load the game again, the other players will have had their experience increased. It is saved allright, but the display is not updated during one session (you have to quit/load).
As for the dedicated server I can't remember seeing that one come up, but frankly I can't see how it would work as such because every PC in the link needs to play - there's no passive server function in the game.
Well, there's one option: set a machine up to host as a non-significant country. Like Panama or some such and make it a houserule that noone tampers with it in war or diplomacy. Then the rest of you can join the passive host PC and noone should benefit from hosting advantages.
Have fun!