Urgh. I had exactly this experience trying to get the Exchange Web Services API to work. That's worse, because the author's solution, dropping any pretense at using a notionally "pluggable" API and just debugging with Wireshark, won't fly over HTTPS.
Cannot sympathize with you enough. Had to go through this painful experience last year. I steadfastly refused to work with it again and we solved the problem in a roundabout manner. I'm sure .NET/Visual Studio experts think this a cakewalk, but for me there was no cake.
Perhaps the fact that I was surprised that the article's author didn't immediately think of Fiddler is evidence of how exclusively I've worked with web services via .NET. Personally, I've had a great experience with SOAP from within Visual Studio. Once the service reference is established, all coding is against the strongly-typed code-generated classes. If I must, I use Fiddler to debug. My experience has been positive.
No Windows boxes round these parts, or I would have. I tried WebScarab, but without the server certificate it was a lost cause (unless I missed a trick somewhere).
You have to generate a certificate for the proxy (WebScarab) and have the client trust it. The proxy will then act as a man-in-the-middle, presenting its own certificate to the client. See: