Guidance and advice requested

I need to create a process where a remote windows client can transmit an xml file via http. The data in the xml file then needs to be stored in SQL Server 2005. I’ve done some research, but would appreciate some expert advice on how to accomplish this. I’m a newbie when it comes to web services and .Net. Do I need to have a web page that receives the HTTP POST, or can this go directly into SQL Server? If it goes to SQL Server, how do I configure the connection?

Here’s the code used to transmit the xml file.
*– send information
PUBLIC lo_xml

lo_xml = CREATEOBJECT(“Msxml2.XMLHTTP”)
lo_xml.Open(“POST”, “HTTP://myurl.com”, .f.)
lo_xml.Send(lc_xmlfile)