HELP ME-RDI Protocol

From: Ardhendu Nandan (ardhendu_nandan_at_rediffmail.com)
Date: 04/14/04 

Date: 13 Apr 2004 22:05:00 -0700

I am a new Embadded system programmer currently working in RDI protocol
but I don't understand anything.
I need help in the following topic-

                                   what's callback function? how can i
use them and it's properties?
If my program has some input output function then how can a debug
agent communicate with the console through messagebox or else?