Sometimes we may need to customize the auto-generated webservice proxy(such as change some type definition of returen value or parameter). Here are some articles discussed on this:

#How to customize the Web Service proxy generated by wsdl.exe (or add web references)
http://blogs.msdn.com/maximelamure/archive/2007/08/31/how-to-customize-the-web-service-proxy-generated-by-wsdl-exe-or-add-web-references.aspx

#Customizing generated Web Service proxies in Visual Studio 2005
http://www.microsoft.com/belux/msdn/nl/community/columns/jdruyts/wsproxy.mspx