Thanks for all of this information. No amount is ever enough. Also, thanks for confirming what some other people are saying: namely, that I don't really have to bother with installing a video streaming server on my VDS if all I need to do is protect copyrighted video files from being downloaded to people's harddisks. That's very good news. No, I don't know SSH, though for a couple of months I played around with early versions of command-line installs of Slackware, and eventually I got the idea. Unfortunately, that was many years ago, and the many of my neurons have either changed address or gone missing.
What I find a little odd in this automated installation (apart from the funny place it decided to stick moodledata) is the page that comes up with all the plugins that need to be installed, starting with hotpot. I have never seen anything like this before with a clean installation. The automated 1.9.19 (yes, the fine folks at GoDaddy don't like to jump into providing automated installs of latest versions of Moodle before making real sure much earlier ones work perfectly!) never gave me a page of 20 things to check, update or whatever. Another odd thing is that though I have a list of themes (I wanted to use Afterburner with a different logo) when I click on a partiular theme and then click on Save, nothing seems to happen. That's not comforting. What's also not comforting is that the backup I made of what I thought was my entire site (at least that's the radio button I clicked) and though the restore of the backup seems to be accepted by the system, I see no changes whatsoever. All of the above is more than a bit unnerving, and makes me wonder if something very wrong might not be going on. I can create new courses, however. And I can add users to the new courses. (I tried this.) So it isn't like I have nothing, but I can't really use what I have unless I accept redoing my entire previous site manually and accepting a bare-bones theme. Maybe the problem is minor (like the previous config.php that probably didn't work because of syntax problems), but something is certainly wrong. What I'm going to try and do in a moment is to copy the config.php file that the automated install generated for this new clean(ish) version of Moodle 2.2.3, make the single necessary change in subdirectory name so that my old moodle site will possibibly fire up, create and populate a database for that site and see what happens. At least the automated install has told me what parameters to put into a config.php file for the VDS! (I'd have preferred a bit more, but whatdaya want for free, right?)
As for the question of just using my domain name right from the start instead of this odd IP address in my CFG lines in config.php, the reason I am not ready to switch is that I have a live site with precisely the domain name I will want to use running with real live students working on it. It's only at the end of my course in a week or so that I will kill the shared hosting plan and go into the DNS records area of my new VDS and attach the old domain name (i.e. what students type to get to the currently live site) to my new IP address on the VDS.