Although Unity provide their own default Master Server and Facilitator (which is connected automatically if you do not specify your own), it is not recommended to use this for production. We'll be using our own Master Server, so you know how to connect to one you've hosted yourself.
Firstly, go to the following page:
We're going to download two of the listed server components: the Master Server and the Facilitator as shown in the following screenshot:
The servers are provided in full source, zipped. If you are on Windows using Visual Studio Express, open up the Visual Studio .sln solution ...