Integrating Web based API with AX2009

Hello everyone

I need to integrate an external web based API with Dynamics AX2009. I have been tasked to

1. Create HTTP request and send
2. Catch the response, which will be XML
3. Interpret the XML to pull the necessary data into approriate tables in ax.

I haven't done anything like this before and all the materials i have found are not helping me. They all keep mashing up WCF, Web services and API and because am new to this, the whole thing is confusing me.

Can someone please walk me through how to do this??

Thank you