Hi,
I would like to ask a question about the possibility to execute the use case (though not sure if it possible or not).

I run a web page (rented from service provider) from where user can download applications. There are two versions of my applications. One is free and another is customized with the user (need to buy).
When user buy the software he put a key from the web page. I use the key to make a new software in a remote windows XP machine with the key on the fly. When windows machine has build the SW that will be given to the Linux machine and Linux will keep a local copy in it's folder and make a link to it and the link will be provided to users for downloading

Now questions are :
How I communicate from Linux machine to the windows XP professional machine.
Can any body provide me some step by step guide (What I need to put in Linux (hosting server) and also in the XP machine).
I don't have much knowledge about settings in both side so need some step by step guide. It would be nice to get a copy of answer by email

"Communicate"...how?? Lots of different protocols, what do you need?? FTP? HTTP? SCP? What? If you're talking about just having a drive mounted, use Samba. But alot of this depends on the firewalls/communications channels you already have.
Probably not, since you don't say anything about your Linux system (version/distro?), or what you're trying to do. And as far as what to do on the Windows side...this is LINUXquestions. Windows questions probably need to be posted to a WINDOWS forum.
Yes, wouldn't it though?? Too bad you won't...if you want answers from the forum, you actually need to put some effort in, and participate. If you don't want to, get your answers elsewhere.

If you already have the web page set up, as you say, why do you need a "step-by-step" guide? How are you doing this now? And what kind of software does it involve, because no one here will help you pirate software.

Can you tell me how I can do this by ftp and http? I know the IP adrress of XP machine. From Linux I want to manipulate the XP and run some batch file. The batch file will generate a installable file. That file I want to send to my client. I asked around but there should be ready solution already for this.

No, since AGAIN you haven't provided any details. You also haven't answered what kind of software you're selling/generating keys for, for Windows, or given any details about what's available to you as far as a communications channel.

If you want ideas, have the linux box write a batch file to do whatever you want on Windows. Transfer the file from Linux to Windows (again, depends on what's available to you), then write a Windows program to run any batch files that appear in a certain directory, and take whatever actions you want.