Website <==> VB Application

Ive been attempting this for a while and I haven't gotten anywhere, so I figure, why not run it by you guys? I'm trying to figure out a way to send data to and from a website and a visual basic application. Google has not been helping. So far the best I can do is send info to the VB program by having the website alter a text file while the VB program scans that text file for changes. This is not how I want it to work. Best case scenario, no database/file on the web has to be used as a middleman.

You can't. Or wait, let me rephrase this for more accuracy: You can't.