A couple of possible techniques come to mind: The first possibility is to use the CLR - check for a starting point. Alternatively, you may be able to use the OLE Automation functionality - check for your starting point.
My recommendation is to avoid that kind Of functionality inside the database. Move the call to a business layer or use service broker or biztalk. Keep it simple. What are you going to to if you never get a response? While you wait fir the response you are locking up resources