In previous versions of Visual Studio, you could just right click on a project and choose “Add Web Reference” to add a reference to a asmx web service. In Visual Studio 2010, when you right click, you will see “Add Service Reference”… similar, but not the same. If you reference an asmx you will get some weird objects back in your proxy web service object, each method with Request/Response at the end. You may want this, you may not. If you want to get the legacy web reference back, here is what you need to do.
Right Click on a project, Add Service Reference, then click on Advanced, the Add Web Reference. Then you will be able to add your good old asmx reference like you used to in earlier versions of Visual Studio.
Steve Novoselac's Blog 