How would I keep a program running constantly on my computer even if it crashed?(For example I want to make a dedicated server, the servers crashes and it restarts its self.) Is there any easy way of doing this so I wouldn't haft to start it every time it crashed?

if you want to create a server i suggest first you move off whatever operating system your on and get an OS set up for server use (i recommend BSD based).

You can not (and should not attempt to) set up a dedicated server on the same PC you use to browse the internet/porn/game. (wouldn't be dedicated anyway)
Most operating systems have a way to run daemons and other stuff on start up if you name the os you'd like to use i can direct you to a tutorial.
In terms of crashing get a phone that can SSH or use some other tool but it's pretty much up to you as the sysadmin to keep crashes to a minimum (this is why you should never use windows).

if you are the kind of computer user who uses only graphics based interfaces building your own dedicated server is most likely over your head.

@echo off
:start
program
goto start

Some batch that may be of interest in this case. Of course, may not work with all applications.

If you all are familiar with alteriwnet(which is what im using and no, im not a pirate, i bought the game) which allows you to set-up or host a server for mw2 along with mods that would usually get you banned. There is also a method into which you can run the server on your desktop which is what i currently do. I just dont feel like paying to keep a server up every month.

Here is a link to their website:
http://alteriw.net/

EDIT: I will try suomynonas method

You have to have a whole other computer set up to do this. It would kill your CPU running the game and the server, yes?

And yeah, I have had Modern Warfare 2 since it came out, and I use AlterIW for it's server browser.

Running the server and the game on the same computer hasn't had an effect at all for my cpu

you posted about a dedicated server... usually that means you know what a dedicated server is