The trouble is with pure sockets you have to write your own protocol to communicate through them. WebServices and Remoting are just using sockets behind the scenes and provide a protocol for you to use. Yes that is what a WebService class will look like. You can use IIS for your authentication if you want as mentioned (but the name is just Credentials). Just turn off anonymous access in IIS and set whatever credentials you want to allow access then in code you can apply credentials like this:
VB Code:
  1. Dim ws As New com.edneeis.[url]www.WokaService[/url]
  2.         'here it sets the login info
  3.         ws.Credentials = New Net.NetworkCredential("myUsername", "myPassword", "domainTooIfNeeded")
  4.         Dim ds As DataSet = ws.GetDataSet

Or you can use Remoting, as SeanGrebey mentioned, but if you are new to .NET then you may want to wait a little while for Remoting as in my opinion WebServices are easier to use but not as powerful.