In most scenarios you will avoid the peer-to-peer connection to the external system, and use middleware like XI,...
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Seeburger, Mercator, Seebeyond, Tibco, Biztalk, Fiorano or Sonic. That will take care of the communication issues.
For more info how this all works in detail see The R/3 Guide to EDI, IDocs, ALE and Interfaces or the "mySAP" section on logosworld.com.
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