We did this recently and went the way of using a low-level socket connection, but clicked xml through it. C # was server-side, and we used the Microsoft xsd tool to create an XSD schema for objects, and then used JAXB on the java side to generate Java code to parse and store the same objects.
According to Barry, most of the work / problems are connected to the socket, but it depends on how comfortable you are with this.
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