Asynchronous Web Services is another tool in the huge toolbox that is .NET. The same asynchronous model that you can use to build responsive Windows applications can be used easily with XML Web Services. The technology does most of the work for you.
In this article you learned that all you have to do is select a Web Service and add a web reference to that service. The WSDL technology uses Microsoft's .NET CodeDOM to generate a proxy class; the proxy class makes it very easy for you to pick between synchronous or asynchronous web method invocations.
Consider trying the synchronous form of a web method first, and if you find yourself waiting on data, switch to the asynchronous model.