When you want to indicate that data is sent from (Client)A to (Server)B, draw the arrow from A to B. When you want to indicate that data is sent from (Server)B back to (Client)A, draw the arrow from B to A. Data can flow both ways.
In regards to your slashdot reference, when the (Client)A wants to browse to Slashdot.org, it makes a request to the server, so you would draw an arrow from (Client)A to (Server)Slashdot.org. When Slashdot receives this request, it sends back a response to your client to render Slashdot in your browser, so in that case you would draw an arrow from Server(Slashdot.org) to (Client)A.
Here is a simple reference explaining it: