Curious if you got this working? Not sure if you saw my last comment after yours below because the thread doesn't move to the top for a comment, only when there is a reply like this. Hopefully you got it working.
{pasted from comments below}
If you use the web service proxy wizard it will step you through the process (New/Project/Web Service Proxy Wizard). The objects are created by PB when it consumes the WSDL file. Once you go through the wizard, it creates a project object that you run. I usually use a new PBL with nothing else in it as the "deploy" pbl so it's easy to see what objects are generated. Generally, 1 object is created for the service. You can't open this object, you have to do Edit Source to see what the functions, arguments and response types are. The other objects will be "value objects", basically nvo's with attributes only, no functions. Sometimes the nvo's have other nvo's or arrays of nvo's as attributes, depending on the complexity of the response.
If you are saying you went through this process and it tells you the return is type Any, then there is probably something in the WSDL that PB didn't like. Everything has to be standard SOAP datatypes. I think Chris posted a link somewhere specifying the list of acceptable types. If you can't get rid of the Any as a response, I have still been able to process the Any sometimes if the contents are well defined. As I mentioned, use debugger and put a stop on your method call where you have something like this:
Any la_response
//(setup soapconnection obj, createinstance)
la_response = myinstance.myfunction()
Step over that line and when it finishes, take a look at the la_response and see if it's broken down into something you can parse.
If your WSDL is something public and you post it, we can try to consume it and see what we get.
Kevin