I have experience with windows services in C# and ingesting xml files and outputting into a SQL database. I have not worked with the Salesforce API but am familiar with Salesforce itself, but the API looks fairly straight forward and uses SOAP.
Has the outbound message been developed with a an endpoint and could you provide me with the WSDL - I believe you can access it from the outpound message options as this will make creating a listener straight forward.
Also how is the data setup in your application, are you running SQL or MySQL? and are you using Entity Framework or LINQ-SQL for your data access?
Cheers