Consuming a Web Service with Certificates (in Visual Studio 2010)

Question

Hello,
I am attempting to consume a webservice and have the provided WSDL, however in order to invoke the method I need to establish a ServiceHeader & SecurityHeader and Encrypt a password of the request SOAP messages. I also need to sign the timestamp, service header, and SOAP body with a private key.
I will then verify the response with another Key.  The connection will be done using SSL.
I found some documentation, but not sure it is compatible with VS 2010, I can't seem to locate the Microsoft.Web. "" .dlls....  I downloaded WSE3.0 but it still isn't showing up.
http://msdn.microsoft.com/en-us/library/aa529565.aspx
Does anyone know how to create a Web Service Consumer while implementing specific certificates?
Thank You,