I would like to build a socket-based web interface but I'm a little confused as to where to begin. Currently I'm using forms on their site to enter data. In order to automate the procedure, they say I could utilize a socket-based interface using xml. I have the response codes but not sure where to start.

I've read artiicles/books etc. but nowhere does it mention anything about building this type of interface.

Can anyone help? or point me in the right direction?