If you are using WSE and are a VS developer, you would be familar with the WSE Visual Studio Addin that automatically generates WSE Proxy when a Web Reference is added to the project. But if you are a developer in 64-bit machine you will not have this experience due to a bug in WSE setup. It fails to add the necessary entry in devenv.exe.config to enable this automatic generation of proxy. To work around this you can add the following XML to the devenv.exe.config which can be found at %Program Files(x86)%\Microsoft Visual Studio 8\Common7\IDE\devenv.exe.config
<add type="Microsoft.Web.Services3.Description.WseExtensionImporter, Microsoft.Web.Services3, Version=126.96.36.199, Culture=neutral, PublicKeyToken=31bf3856ad364e35" />
Save the config and restart VS. You will have the same experience as in x86 machines.