I've added as wsdl file using the add servece reference dialog in vs2008.

MyService serviceproxy = new MyService();

When I instantiate the service proxy, I get an InvalidOperationException with the following text (translated from german):

Could not find default endpoint element to the contract "ServiceName.ServiceInterface" in the service model refers client configuration section. This may be because: The application configuration file was not found or not an endpoint in the client element item is found, which corresponded to this contract.

Where servicename is the name I give the service when I add it in vs2008 and ServiceInterface the interface which is automatically generated for it.