>>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?

Try using 'View in ObjectBrowser' on the service reference. That should show you what classes have been created, what their properties are and where they are passed/received.

For a complete view set 'Show all files' on the project. That will allow you to expand the WCF reference. If you drill down you will find the reference file (it's reference.cs in C# so I'm guessing reference.vb in VB) where the class definitions are actually made.

Is the web service you are accessing public (i.e. can I access it) ?