Do I need a server to run a online multiplayer game if so where could i get 1 for cheap.

[singsong] Are you trying to make a MMORPG[/singsong]

Yes. You can rent them, or you can purchase one and run it yourself. This is of course assuming that you're talking about an 'online game' as in something where users connect to a central server (as in an MMO for example), but doesn't apply to other types of multiplay, where one of the user's computers get's used as the server (such as a multiplayer game of Command&Conquer, most FPS games, etc.).

Google should know where you can buy or rent servers (not to mention a suitable connection if you're buying one).