Protected Media

I am setting up the Options on the Membership plugin and have a question about the Download/Media options. I need to protect content that is on another server.
The content I want to protect is for registered users to be able to use software but that software does not reside on our server. Can you help me with the following:-
a. Where do I put the URL that I want protected?
b. I am somewhat confused by the Protected Groups section. Currently there will only be one group of registered users of this Freebie.
Thanks for your help.