Try the following steps:
1. generate the proxy class using wsdl.exe tool
2. edit the resulting vb or cs file and change the line
Inherits System.Web.Services.Protocols.SoapHttpClientProtoc ol
to
Inherits Microsoft.Web.Services2.WebServicesClientProtocol
3. to compile the proxy class
add the reference like
vbc /out:Auction.dll /t:library
/r:System.dll,System.XML.dll,Microsoft.Web.Services 2.dll,System.Web.Services.dll Auction.vb
Copy the file into the clients bin directory and refernce it in the
project.