Its not exactly what you've outlined, but perhaps you were refering to
the preauthenticate property?

Its outlined at
http://msdn2.microsoft.com/en-us/library/system.web.services.protocols.webclient
protocol.preauthenticate.aspx

It prevents the client from having to make 2 calls to a web service in
the cases where authentication is required.

If that wasn't what you were looking for, perhaps you can find it in
the "Improving Web Services Performance" article on MSDN.  This article
also gives an overview of when & how to the use the preauthenticate
property.
http://msdn.microsoft.com/library/default.asp?url=/library/en-us/dnpag/html/scal
enetchapt10.asp

Peter Kelcey