There are many tools online for sharing in a collaborative environment. This ranges from the very obvious and simple, Email or Skype or even GoToMeeting, to complex shared resources in a heavy collaborative environment, Basecamp. Each client is different and you should discuss with them how they would like to proceed with this process. Some clients find email is best. Other clients find video or instant messaging better. You need to examine the technical issues facing you and how you can best fit your work into the environment for collaboration.
Setting up the meeting with the client about the mock-ups should be done in a way where you both understand the exact nature of the meeting. Small groups can be informal but that informality can lead to lost time when topics become tangential to the discussion.
Capturing feedback can be accomplished in many ways. I prefer to have face to face communication. I find that video, for clients who are geographically restricted, is most useful as it allows you to see their face as they look at and use the interface. Confusion and distress are obvious.
Make sure both you and the client are taking notes and make sure you ask for any and all notes they might jot down. A simple email should suffice for this communication. You may consider investing into this, Microsoft Office Live. The client and you can book meetings together, share emails, and the documents. This is where Basecamp excels again as well.
Finally, consider the sharing very carefully and ask yourself if it is wise to even share the documents in an ongoing process at the time of meeting. Although you may understand Agile concepts, stakeholders may not. They may expect a level of polish on your designs you were not prepared for. An unfinished user interface can work against you in many regards so be careful what you show.