Asyncronous Communication Over the WWW

Okay I'm sure the Subject didn't make much sense let me try to explain it better.

I'm trying to create this Fantasy Sports DraftBoard that will update itself. Currently I have a WebPage that does this but since webpages are stateless I had to set the it to refresh every so often to get the latest information.
And this way just is too slow. and a heavy load on the server.

What I'm looking for is a way for the Server (via a program or the database) to send an asyncronous message to the client. When the client would recieve this message it would update the DraftBoard automatically. can I do this over the Internet?

Like have the Client Download and install a program to their Hard Drive that will connect to a webservice that can communicate with each Client?

Forgive me if I sound like i have no idea what i'm talking about. Cause It's true. I'm trying to learn this stuff, but there is alot of it!!

If my method won't work is there a better way of doing what I want to do. Maybe Use Java(which I would have to learn)?

You could this with Web Services as you can do Async calls with them, but if the client you are talking about is a web browser, then you can do that.

Yea I know I can't use the webbrowser for that. I figured I could just have the Client download the DraftBoard Program from the browser and then Hook it up to the webservice from his computer.

Thanks for Confirming