Well I wouldn't say impossible ... just not supported.

I had a conversation with a client that asked "Where do I get the latest SOAP toolkit for Vista?".   I had to politely say "We don't support the SOAP Toolkit anymore."  Which was followed by "Well how do I call a web service from VBA in excel?".   The short answer is "you migrate to managed code!" and use Visual Studio 2005 Second Edition (VSTO) or the new Visual Studio 2008 Excel Workbook project.

 Everyone that does Excel "programming" should be using managed extension excel workbooks and discontinue using macros or VBA for development like web service calls.   Managed code gives you much more flexibility and support.

It is as easy as (almost) ...

1. Open Visual Studio 2008
2. Create a New Project
3. Select tye Office type/Excel 2007 Workbook
4. Add your bits and components to the workbook
5. In the (.cs or .vb) code behind, put in standard web service calls referencing System.Web and System.Web.Services, web references, etc
6. Enjoy a happy coding experience

Like to know your thoughts, but thought I would just write a little about my experience ...