Ok,
Step back and look at whats going on. To make a function execute on the client side (for example) there is no set method more your going to have to work out some programming logic and set somthing up yourself. A commonly used method involves creating 'symbols' for functions eg
We are going to send a command which issues a function of the client that pops a messagebox with the text we send. So!
From the server you will need to send the command and the text!
VB Code:
dim iText as string
iText = inputbox("Enter the text!")
Winsock.SendData("589," & iText)
2 things to notice, the 589 which will be our command for inititaing the function the dilimeter (,) and then our text.
When the client recieves this data it needs to interpret it.....
VB Code:
'Data arrival
dim idata as string
dim icommand as string
dim temp() as string
Winsock.GetData(iData)
temp = split(idata,",")
icommand =temp(0)
If icommand = "589" then
call ourFunction(temp(1))
End if
'then our function
Private sub ourFunction(TheText as string)
msgbox(thetext)
end sub
Just think of some effective ways of doing it uses small commands as not to waste memory etc 
Pino