Take a look at this blog entry: http://odetocode.com/Blogs/scott/archive/2006/09/11/6546.aspx

The code can be changed to work:

using System;

public class Client : MarshalByRefObject
{
    public delegate void MessageCallBack();




    



    static String msg = "Login";
    public MessageCallBack Callback = new MessageCallBack(delegate { Console.WriteLine(msg);});


    
    static void Main()
    {
        AppDomain ad = AppDomain.CreateDomain("ServerDomain");
        Client client = (Client)ad.CreateInstanceAndUnwrap(typeof(Client).Assembly.FullName, "Client");
                client.SendMessage(client.Callback);
    }

    public void SendMessage(MessageCallBack callback)
    {
        callback();
    }
}