BGP Session

Hi, So I just purchased a Dedicated server from this one company and I have a /24 IPv4 block that I bought from a company on WebHostingTalk, but I am clueless on how to setup the /24 IPv4 block using the BGP Session. I want to set it up to run through their network as if it was one of their IPs, etc. I keep seeing things like iBGP (which I think means like a inner routing BGP) and eBGP (what I'm talking about??) but I have no idea how to set those up or which one I would need. Any help would be appreciated. Thanks!