You may receive the error "The underlying connection was closed: Unable to connect to the remote server." while trying to consume a Web Service from your ASP.NET Web Application. However, the same Web Service can be consumed from a Windows Application without any issues.
This error particularly occurs if you are behind a firewall or proxy. When you use a winforms app, it can autodetect the proxy using IE settings for current user, and it can connect out through the proxy. However, when in asp.net, it cannot because the asp.net user identitiy does not have the correct proxy settings.
To resolve this issue, you need to explicitly specify the proxy settings for your application. You can do it at various levels viz., at the Machine.Config file which will apply for all the applications running on the system, at the Web.Config file such that it applies for a single application, and at the Page Level programattically in the code behind / code inline.
usesystemdefault = "false"
For Machine.Config use the same settings as above.
To do it programmatically,
WebServiceClass MyWebServiceClass = new WebServiceClass();
WebProxy proxyObject = new WebProxy("http://address:port", true);
MyWebServiceClass.Proxy = proxyObject;
where WebServiceClass is the name of the Web Service Class which you are consuming.
That should solve the issue with consuming the Web Service across Proxy Settings.
Cheers and Happy Web Servicing !!!