I've created a small application for my Ericsson phone which creates a menu that let me control Winamp using my phone. This is done by sending AT commands to the phone which makes it really simple. Now i'm wondering if it can be done in the same way for a Nokia phone? I don't want to write a client application to be used on the phone and i haven't found any info like the Ericsson on the website either.
You should have some kind of application on the phone that would communicate with the PC application, because the phone does not send anything just by itself.
The PC Connectivity SDK does not give You too much help in this case.
I think You should do it with Symbian OS phones.