In most scenarios you will avoid the peer-to-peer connection to the external system, and use middleware like XI,...
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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