No problem Agent47. Consider it a late Christmas present.
Remember, your Arduino has no direct connection to the internet so you need something sitting between the two. This is your proxy, acting as go-between/interpreter/translator/gate-keeper/whathaveyou.
You can write it in any language but Processing is quite nifty and comes with all the power & flexibility of Java.
One neat twist is that in Processing 1.0 you can export your sketch as an application (File >> Export Application). This will produce an executable file which you can copy into your Windows Startup folder so it runs automatically whenever you boot/reboot your PC.
Getting an Arduino Ethernet shield will make the connection to the internet much easier but the limitations of the Atmel chip and the Arduino language will then come into play. It's much harder to do complex processing on the Arduino then on the PC. Only you can weigh up the relevant pros & cons.
Bon chance.