With the emergence of distributed resources and grid technologies there is a need to provide higher level informatics infrastructures allowing scientists to easily create and execute meaningful data integration and analysis processes that take advantage of the distributed nature of the available resources. These resources typically include heterogeneous data sources, computational resources for task execution and various application-specific services. The effort of the high performance community has so far mainly focused on the delivery of low-level informatics infrastructures enabling the basic needs of grid applications. Such infrastructures are essential but do not directly help end-users in creating generic and re-usable applications. In this paper, we present the Discovery Net architecture for building grid-based knowledge discovery applications. Our architecture enables the creation of high-level, re-usable and distributed application workflows that use a variety of common types of distributed resources. It is built on top of standard protocols and standard infrastructures such as Globus but also defines its own protocols such as the Discovery Process Mark-up Language for data flow management. We discuss an implementation of our architecture and evaluate it by building a real-time genome annotation environment on top.