The method to log in as an admin is different depending on whether your server is password protected or not - both methods are covered below.
Password protected server method:
If you are hosting a password protected server, you can log in to your server from the normal server list, just use your AdminPassword (that you set in your UDKDedServerSettings.ini config).
Non-password protected server method:
If you are running an open server (no password) then the password field will not show in the join window.
Instead, open the console from the main menu (press "=" key) and login using the following command:
open yourServerIp:yourServerPort?password=yourAdminPassword
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