You can create your own service (WebAPI or WCF) for receiving the Push Notification URLS (those urls look like http://something.notify.live.net/thirdparty/uniqueId) and are provided by the Push Notification Capability which you need to enable in your WPManifest.
Once you want to send the push notification, send the XML template to the collection of urls.
More information can be found at MSDN
Jeff Blankenburg can also help you out with a working demo which you can download.