I just got an email about somebody doing this - sure to be a common mistake as people start to use the API more.

The .Url property of a Web Service proxy class (the one generated by Visual Studio) is simply where the Web Service is located. In the case of Excel Services, this is usually http://<server name>/_vti_bin/ExcelService.asmx.

To specify a workbook name to open, use the .OpenWorkbook() method instead of the .Url property.