To expand on this situation further, (in case it is not apparent) the "ExcelService" object derives from the "file name" portion of the WSDL (minus the extesion).  i.e. "ExcelService" is the object you should instantiate from the web service "http://server/_vti_bin/ExcelService.asmx?wsdl"

One last example.  If this is my web service address:

http://www.mycompany.net/web_service_provider.asmx

The automatically generated "proxy" should be:

web_service_provider

And the object would be built like so:

web_service_provider ws = new web_service_provider();