As you tagged your question with
Javascrip, I assume you want to make a web application. Well, part of it will depend on the framework you use (WebForms, Web Pages, MVC...), but the key point is how you are able to notify a state-less client (a html/javascript application part running in a browser is such a client).
If you can ensure, that all client run HTML5 (Websockets) enabled browser, you can take this approach:
HTML5 Real-Time Chat with Websockets, jQuery, and Spike-Engine[
^]. If not, you have to consider some automatic polling from client side (this won't be instantaneous, but can be quite quick - with regards to your network bottlenecks). This polling can be simply done with an ajax call.
Here you have a library that can handle this transparently from your application's point of view:
SignalR[
^]