Formatting/interpreting large amounts of data

First off, I wanna say thanks for the help I've already gotten from you guys.

With my client/server setup, every 5 milliseconds my client program takes three different double values and sends them to the server program running on another computer. It seems I've managed to jump all the hurdles in terms of connecting and sending data, and now I'm working on having the data sent in a fashion that allows the server computer to know which value sent is which.

I've done some reading, and I've seen stuff about prepending each message with a header which would allow the receiving program to be able to tell which message is which and how many bytes each message is, but I haven't seen any example code for it. I've also read a little bit about using serialization to pack data together before sending then unpacking it on the other end, but again, I haven't seen much in the way of examples.

Does anyone have any links I can be pointed to that have examples on these or other similar methods?

HTTP is an example of a header + body protocol.