Hi Sagar,
When you publish your orchestration as web services, the Wizard creates asp.net webservice with its c# code. You would need to modify the code to handle the authentication.
Please see
this article for handling/implementing custom authentication using SOAP HEaders in C#.
Thanks
Naushad
http://alamnaushad.wordpress.com/
MCTS BizTalk Server http://alamnaushad.wordpress.com/ If this answers your question please mark.