Since Windows Phone doesn’t allow 3rd party applications to run in the background, your code can’t listen to or poll the Web for updates. However, Windows Push Notification Service overcomes this communication issue, making it possible for Windows Phone devices to receive Push Notification Messages even when applications aren't running.
Join Jorge Raastroem, Program Manager in the Windows Phone Application Platform team, and Yochay Kiriaty, Senior Technical Evangelist, as they describe what push notifications are and how they work with Windows Phone Push Notification Service.
This is the second video on this topic, including highlights to the updates made to Windows Phone Push Notification Services since the Beta tools release. You can find the first video here: Windows Phone Push Notification. Additionally, you can read Understanding Microsoft Push Notifications for Windows Phones and Understanding How Microsoft Push Notification Works – Part 2.
Are you developing with Windows Phone 7? You can pre-order Learning Windows Phone Programming by Jaime Rodriguez, Yochay Kiriaty, and John Papa! Or check out the book's website.