When I have used web services references in Excel 2003 to generate Proxy
class for web service, some web services have been generated proxy classes
successfully. However, I got a problem with some other web services, the web
services toolkit does generate all the proxy classes. but it throw me the
error at the end as "You must open a document or load a project before you
can create Web service proxy classes, and you must have full permissions to
create classes in the project." And then all the generated proxy classes have
been deleted automatically. I have a document open and I have successfully
created proxy class for other web services from same vender. Could anyone
please help and give me a clue on this. I do appreciate.

Moreover, I have already installed office 2003 web services toolkit

Cheers