Ok so I have created an application, which is a Java Web Start application, but I have determined that I will need to write data to the server machine, hence the need for an additional server application. Pretty much I want the client to send different strings in order to process a clients requests in varying ways (eg create a new user file on the server machine or send user data read from a file to the client machine).
I was thinking of possibly using sockets, but if there is a better way then I'm all for that. Also I assume that whatever I do use, I will need to use threading in order to process many simultaneous requests, is this correct?
For your purpose you better create a webservice which communicates over http for exchanging data. I would recommend doing this in Java or maybe creating a WCF in C#.
Tutorials in Eclipse for java webservice: http://www.vogella.com/articles/REST/article.html#first_project
In netbeans: http://netbeans.org/kb/docs/websvc/jax-ws.html
The first tutorial is a restful service which is pretty popular and easy to grasp. Good luck!