I assume you're using one of the pirated versions. I believe it's not possible to host a session without vps, but on the legal, Steam version, it is.
Now seriously,you must've got the pirated version,which doesn't have that option,since it's illegal and might include some issues.
I used to play 1.6(can't remember about source tho,even if i got it lel),and i've got the original one,so no problems at all.
You should try looking on youtube,or searching on google for solutions.Good luck.