>You may be making far too much of a meal of this!
>Try adding a Service reference that points to the web service you need to use. There's a good chance that it will simply create the classes that you need ( I just tried it against a web service that returns nested classes similar to the example that you posted and it worked fine)

I added it as a WCF reference. I can call standard method, the ones which receive parameters and return a XML string. However, when I added it, I haven't seen any new class which gets added into the project. Where exactly should I look for for that?