If you prefer to setup your own solution with your registrar or another company that sells Virtual Private Server storage the general process is as follows.
- Purchase a VPS solution from a provider you have chosen (i.e. Dreamhost VPS storage)
- Link this storage area to their domain via a cname like 'proofs.domain.com'. Each provider will have a specific way to do this with your registrar.
- Once setup, you can use an FTP client like FileZilla to access this storage area.
- If you want to link Adobe Lightroom and a public folder on this FTP storage area, you are able to from LR itself. This could be used to upload and share HTML web galleries
Note: the registrar can be different than the storage /ftp company and it can be different than the website hosting company. There are no technical issues with this. If you choose a provider that says otherwise this is due to their business policy, not the fact that it cannot be done.