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It sounds like you already have a Web service in the form of the CGI script. Your problem splits into two. (1) how to get variables into broker.exe and (2) how to get XML back.
For (1) you can mimick what a Web browser does with a form submitted to the cgi-script i.e. send a HTTP POST request to broker.exe. For (2) you need to look at what form broker.exe currently returns data in. If it is a formatted HTML page you many need to scrap out the bits you want in the XML. If it already is XML then it will most likely be coming back as a mime type text/xml and your HTTP posting program can pick it up easily as the response document.
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