Well, you are right about using Sockets.
But can you be more specific? I recommend you to take a look at Socket Class and its methods.
http://msdn.microsoft.com/en-us/library/system.net.sockets.socket.aspx[
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Which protocol are you planning to use? UDP? TCP?
If you use udp you have two options of connection, synchronous and asynchronous. To know more about it, look at this:
http://msdn.microsoft.com/en-us/library/ms734701.aspx[
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I have written a tutorial using asynchronous communication here:
http://codeabout.wordpress.com/2012/02/20/building-a-simple-chat-application-using-asynchronous-communication-and-udp-in-c/[
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On the other hand, if you want a TCP protocol, I may have done something in the past as well... I'm not sure if it fits to you, look:
http://codeabout.wordpress.com/2011/03/06/building-a-simple-server-client-application-using-c/[
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As I said, if you could be more specific about your application, I'm glad to help! :)