When accessing a web service, if the user is behind a proxy (say a corporate proxy used by a company to route all internet traffic) then you need to cofigure the service to use the proxy
This would be along the lines of
WebService service = new WebService();
IWebProxy proxy = HttpWebRequest.DefaultWebProxy;
proxy.Credentials = CredentialCache.DefaultCredentials;
service.Proxy = proxy;
This tells the web service to use the default proxy and credentials configured for internet access.