If you are new to hosting Unreal engined servers, please check out www.unrealadmin.org. Most information there is applicable to running an Killing Floor server. Note, the ports are different for Killing Floor servers as mentioned in this thread:
http://forums.tripwireinteractive.com/showthread.php?t=30634
And the HLDS update command for KF servers is in this thread:
http://forums.tripwireinteractive.com/showthread.php?t=30633
http://forums.tripwireinteractive.com/showthread.php?t=30634
And the HLDS update command for KF servers is in this thread:
http://forums.tripwireinteractive.com/showthread.php?t=30633