Server.createobject (ASP to ASP.NET C#)

Hi Friends,
I have a problem. Can anybody help in this.

I am doing an website application in ASP.NET/C#. In this application I need connected to a third party webservice. As per the third party documentation, we can connect to the webservice only by passing the values directly as XML..not by adding a web reference in ASP.NET

For send XML, we need to create and object of
"MSXML2.XMLHTTP"

This type of objects can be create only inside ASP tages like this
<%
Set xmlhttp = server.Createobject("MSXML2.XMLHTTP")
%>
This will work fine in an ASP file.

Here is my problem:
I tried to put the ASP code inside the HTML part of an ASP code. But it is showing error like 'set' keyword is not there. This is because ASP.net application is in C# language.

Can anybody give information about how I can create an object of ("MSXML2.XMLHTTP") using ASP inside HTML part of an ASP.net/C# application??? :)

Thanks,
Nish