This relates specifically to .NET. And I\'ve decided to use the Web service Reference instead of Web Service...I think though my questions below really are for either situa
1) In your case signature, username and password are transferred in a soap header. You will need to install WSE 3.0, activate it in your VS project and generate proxy once again.
2) Request creation and response parsing are made by WSE internals. Just create proxy, set the header and call the method on proxy.
3) There should be very strong reason to create custom implementation of proxy. WSE covers SOAP scenarios and part of WS-* specifications. WCF covers TCP, Pipes and MSMQ transports in addition to SOAP. Even if service doesn't provide WSDL, you still can specify contract yourselves and let frameworks do the transport work.