I am going to post a solution to my problem to assist those who may have issues in the future. This is based on Manuel9999 solution at
http://social.msdn.microsoft.com/forums/en-US/netfxnetcom/thread/faf9737d-5cb3-442b-bf9d-26341a204475/[
^] but translated to VB.
It turns out that the Web service class does have a protected function "GetWebRequest" inherited from SoapHttpClientprotocol.
In order to implement the solution, find the exact Web Service Name and Namespace (the namespace is usually what name you told Visual Studio to use to refer to the web service when adding the web service reference.)
To do so: open reference.vb file. The will be located under Web references\[Web service name]\Reference.Map. (You may have to click "Show All Files" at the top of the solution explorer.
Find the two names and replace the bracketed expressions with those values:
Option Strict Off
Option Explicit On
Imports System
Imports System.ComponentModel
Imports System.Diagnostics
Imports System.Web.Services
Imports System.Web.Services.Protocols
Imports System.Xml.Serialization
Imports System.Net
Namespace [NameSpace]
Partial Public Class [Class Name]
Inherits System.Web.Services.Protocols.SoapHttpClientProtocol
Protected Overrides Function GetWebRequest(ByVal uri As Uri) _
As WebRequest
Dim webRequest As HttpWebRequest = CType( _
MyBase.GetWebRequest(uri), _
HttpWebRequest)
webRequest.KeepAlive = False
Return webRequest
End Function
End Class
End Namespace
Hope that help someone in the future avoid pulling their hair out.