When you install an application in Windows, you often see a dialog that asks the user if they’d like to participate in a program and send system or application information to the software publisher. If the software crashes, it might also send failure information. How can an application send information from the client?
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Usually this is done by communicating with some kind of server application ( webservice for example).
There is alot of frameworks to help you build this kind of application;
for example:
With Java you can use Java Web Services Developer Pack
PHP has SOAP Extension – you can read its manual here
With .NET you can use Windows Communications Foundation framework. I think this tutorial can be a good place to start