ActiveX or Something Better? (Don't know what to use)

Question

Hello, I have a web application built in Ajax. When the user opens the app we need to establish a connection (from client side) and keep it open for as long as they are active to a server on a different domain. (The domain spoof & web service work around not really an option for us). The user as they interact with the ajax window will send data to the third party server with responses. Sometimes the third party server will send the end user updates that will need to be handled and the Ajax window updated with the new info. I have built this in .Net2 (mandatory version) and c#. I have all the interactions working with a test hook (windows form) but now I need to move it to the web. So do I do the painful, outdated ActiveX thing or is there a better technology to solve this. BTW The users are forced to use IE by other site requirements outside my control. I KNOW this has been done many times before so any information how others accomplish this would be greatly appreciated. JB