I know that this is possible becuase you can do it through the VS 2003 ide,
using add web reference and then update web reference.
However need to do it from the command line as part of a build process and
try as I might I can not find the information on how to do this.

Closest I can get is wsdl.exe help:

/language:<language>
   The language to use for the generated proxy class.  Choose from 'CS',
   'VB', 'JS', 'VJS' or provide a fully-qualified name for a class
   implementing System.CodeDom.Compiler.CodeDomProvider.  The default is
'CS'
   (CSharp).  Short form is '/l:'.

OK so I need to specifiy a fully-qualified name for a class implementing
System.CodeDom.Compiler.CodeDomProvider that will generate managed C++ for
me.
Obviously this class is bundled with VS2003 because when I do "Update Web
Reference" wsdl.exe is called (I can see that form task manager) and it
generates a managed C++ proxy for me.  Can someone please tell me the name
of that class?  Or more spefically precisely what I need to type on the
command line of wsdl.exe for it to generate the proxy that I need?  Or point
me to the relevant bit of MSDN that tells me what I need to know about
this - I have searched - believe me.

TIA,

Andy