Make sure that
(a) You checked the ".Net engine" when you created the proxy (it sounds like you did).
(b) That you import the pbwsclient125.pbx or add the pbwsclient125.pbd file to the library list. Not the pbsoapclient125.pbx or pbsoapclient125.pbd file. The pbsoapcleintXXX files are the earlier SoapClient engine.