1. A storage medium storing one or more computer programs for causing a host computer to execute a process, said one or more computer programs including program code for a web server and a gateway CGI, said process comprising: establishing, by the web server, one socket connection with a client computer; receiving, by the web server, an HTTP request communicated from the client computer to the host computer over the one socket connection as part of a single HTTP transaction, wherein the HTTP request is a request for the web server to initialize the gateway CGI; initializing, by the web server, the gateway CGI after receiving the HTTP request from the client computer; executing, by the gateway CGI after the gateway CGI has been initialized, CGI operations to enable two-way asynchronous communication between the client computer and the host computer to occur over the one socket connection and wholly within the single HTTP transaction until the CGI operations are terminated by the client computer or the gateway CGI; and closing, by the web server, the one socket connection after the CGI operations have been terminated; wherein the two-way asynchronous communication between the client computer and the host computer over the one socket connection and wholly within the single HTTP transaction allows for sending of particular information from the host computer to the client computer and for sending of information from the client computer to the host computer, said particular information and said information being communicated in a protocol other than HTTP.