Consume WCF in localhost in VS2008 (Windows CE)

I am trying to consume a WCF (localhost) in a Windows CE application in VS2008. If I try to do the same thing in VS2010, everything works since it automatically creates the proxy (app.config).

When I run the test line:

 var t = WebServiceConnection.webservice.Teste("v1.0.0.1");

I get the following exception:

{System.Net.WebException: WebException
   at System.Web.Services.Protocols.SoapHttpClientProtocol.doInvoke(String methodName, Object[] parameters, WebClientAsyncResult asyncResult)
   at System.Web.Services.Protocols.SoapHttpClientProtocol.Invoke(String methodName, Object[] parameters)
   at GPAColetor.ServicePicking.ColetaService.Teste(String parametro)
   at GPAColetor.VIEW.FrmLogin..ctor()
   at GPAColetor.Program.Main()
}

Any tips on how to solve this?