If I have a client application running on multiple internet connections (behind routers and such) who connect to a server. Lets say there are 5, and 3 of them are told about the existence of each other by the server, could those 3 connect to each other so that when one of them sends a message, the other two receive it, and all this would be done without the first server or the other two clients sending or receiving any information, just the 3 clients connected to each other? How could they get past the routers and firewalls? Hope that makes sense.
Edit
In a sense, create a small private network between the 3 clients that talk directly to each other, not via the server (unless absolutely necessary). perhaps via another client with sufficient bandwidth and if its open to connections
I have no clue what you wrote :), but that could probably help:
http://msdn.microsoft.com/en-us/magazine/cc700336.aspx
http://www.codeproject.com/KB/WCF/WPFWCF_Chat_App_via_P2P.aspx