.Net frameworks 2.0 contain HttpListener class under System.Net namespace and a number of ASP.Net hosting classes under System.Web.Hosting namespace.
HttpListener class is implemented on top of low level protocol stack http.sys, probably you also know that IIS 6.0 is also architected on top of http.sys. So user of HttpListener class could get advantage of many of the http.sys. System.Web.Hosting namespace is providing the classes to create and handle the ASP.Net hosting envoronment. In combination of both these features you could create your own hosting environment to handle aspx, asmx pages without using the IIS.
I was initially planning to put here some real code sample for simple host application. But looking at recent MSDN magazine, I found Aaron Skonnard has already done a great job in the article Run ASMX Without IIS with complete source code. So for code samples and more details I would recommend to read this MSDN article.
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