In our application we are forced to consume several WebServices. In the beginning we used just the \"Add Service Reference\" menu option, in order to create a WCF proxy.
Hey I'm not sure how you generated your wsdl and stuff, but datasets has a few oddities.
When generating my proxy with a ds I need to reference this assembly:
C:\WINDOWS\Microsoft.NET\Framework\v2.0.50727\System.Data.dll
Cheers, Stian