I created a walkthrough for "How to call a Web service by using a client 
certificate for authentication in an ASP.NET Web application"using  
makecert, certutil, WinHttpCertCfg.exe X509Certificate.

You can find it here: http://igottools.com/Lists/Posts/Post.aspx?ID=11

Hope it helps you guys making client authentication via webservices to 
work.

Kind regards,

Colin