They best bet would be to create this application as a Windows Service considering all the client applications will reside on the same PC.
One of the other challanges you will have to tackle is that one of your client is in Java. If all the clients were in .NET then you could create a .NET Remoting based application that can take care of acting as a broker app. But .NET Remoting does not talk to Java.
You you might end up using Sockets to communicate with the client applications. As soon as a Broker request comes in, the Broker can then broadcast the message to other intrested applications listning for new messages.

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Saurabh Nandu
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> A user has multiple applications running on his/her PC and I want to create
> a broker component or service that is shared among the multiple apps. Each
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> Thanks
> Tom