How does MSN messenger know where to send messages?

I am fairly new to C# development. I have read a number of articles about developing messenger applications, but they all assume that it is operating internally and that the IP address of the client is known. I would like to develop a messenger-esque service that will communicate live database information to a central, remote server. The process would be something like this: 1) A user at the remote site requests information from the messenger-esque client 2) The remote server contacts the client 3) Client sends information 4) Remote interprets I know this sounds like a web service would accomplish this, and it would. However, my target users will not know how to (or care to) install IIS and configure it appropriately to host a web service. How do messenger services handle this? Is the client constantly communicating with the remote server to check for requests? Any advice on how to get started with this? Thanks!