I'm trying to create a widget that will be able to save the contents of a for to the database (SQL Server 2005).

I'm unsure as to the best way to do this.
Do i need to have a web page on the server that will accept the data (eg as part of the URL) and then save it from there?
Or can i connect directly?

Also if i wanted to reverse the operation and retrieve data from the database, would i have to make a call to a page that would grab the data, and then pass it back to the widget?
What format would this need to be in? XML?
I'm developing the widget in HTML, CSS and javascript.
Normally I would be developing the whole thing on the server using .NET so this is all a bit new to me and all help will be greatly appreciated.