I'm using Winsock API functions to accomplish similar tasks:

- VFP application that receives UDP packet from a client and responds to the client using the IP address and the port retrieved from the initial packet.

- Winsock server that listens for incoming connections on a specified port. And Winsock client that uses this port and ip address of the server to connect and transfer data.

Related VFP, .Net and C++ code samples (some may require a subscription):

How to build UDP responder
http://www.news2news.com/vfp/?example=52

How to create non-blocking Winsock server -- TCP
http://www.news2news.com/vfp/?example=412

A client for testing non-blocking Winsock server -- TCP
http://www.news2news.com/vfp/?example=413

For LAN, named pipes and mailslots can also be considered a way of transferring data between computers.