Web Service through proxy server

Question

The Proxy setting on ASP.NET 2.0 Web Services (with WSE3.0) seems not to work. I have used the partial class functionality to set the proxy server during construction of the web service proxy class in the client:
e.g.
partial class gdUserWse
{
    public gdUserWse(bool useProxy) : this()
    {
        if (useProxy)
        {
            string proxyUrl = Config.ProxyServer;
            System.Net.WebProxy proxy = new System.Net.WebProxy(proxyUrl);
            this.Proxy = proxy;
        }
    }
}

This code runs when I invoke the service thus:
  gdUserWse gdu = new gdUserWse(true);
  ds = gdu.MyMethod(xxx);

but the proxy setting appears to be totally ignored (I'm using a local tcp tracer proxy for testing).

I succefully used a similar approach .net 1.1. Is the problem due to the WSE extensions? How can I fix it?

brian smith