Ok, to obtain a Visual FoxPro compliant version, I have done this at the VB.NET Web Service level:

      lcXMLSchema = loData.GetXmlSchema()
      lcXML = loData.GetXml()

      ' Make all that Visual FoxPro compliant
      lcXMLReturn = "<?xml version=""1.0"" encoding=""utf-16""?><VFPData>"
      lcXMLReturn = lcXMLReturn + lcXMLSchema.Substring(39)
      lcXMLReturn = lcXMLReturn + lcXML.Substring(12, lcXML.Length - 25)
      lcXMLReturn = lcXMLReturn + "</VFPData>"

If someone knows of a better way, I would be happy to know more about it.