When calling a WebService from BizTalk, beside specifying Username and Passwort, one has to set the form of authentication (Anonymous, Basic, NTLM, etc.) too. This can be done either on the Sendport Configuration or - when using a dynamic port - by the following code (example for using NTLM = Windows Integrated Authentication) in an expression shape:
MessageName(SOAP.AuthenticationScheme) = "NTLM";