>>I'm pretty sure that you will need to have their DLL that contains their "CustomClientNamespace" so you can reference it in the project where you are calling their methods. Have they given that to you?
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>No, I have not received that. I have only the link to the WSDL and some Word doc about the parameters.
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>But, if I would have the DLL, so to reference it in our project, what more will it give?

If the webservice was created using .NET it would give you the ready built classes to deserialize to. If was not .NET based (or if they do not supply the DLL) then you will need to create your own classes to fit (or try the XSD.EXE that I suggested)