Bridge between windows application and web application

Question

How to let  a C# windows application give commands to an ASP .net 2 web application to fire a certain action

for example : give command from the windows application to the web site to pop up a window with some text come from the windows application.

Another example the msn messenger and the msn web messenger, how do they interact with each other

please i don't want to go through a database, the time factor is so important i need to make editing on the windows application, at no time that change should be done on the web site.
in windows applications it is simple to let many windows applications talk together through sockets but what is the bridge between the windows application and the web application

what about using web services can it help ? if yes please tell me how !
and what will be done at the windows application side and the web application side

Thanks for any help