Well, that depends on how you want to do it! At the server, for
instance, coding an ASP.NET web-service (asmx) will be very different
to coding an ASP.NET handler (ashx). Alternatively, you could code
outside of ASP.NET using HttpListener, or you could start from scratch
using sockets.

The client is a little easier; main options are WebClient and
HttpWebRequest; both have methods to make requests to the server and
read the response; WebClient is a little easier to use; HttpWebRequest
is more versatile.

Marc