>>I am invoking method of webservice through windows application
>>asynchronosuly.
that is the answer to your question.
>>As web service is stateless once client started that method will that
>>method cause any problem if client application is close.
No. In normal cases this should not cause a problem in an async call.
>>And one more thing is as this web method is long running sometimes it
>>suddently stops without completed its exeuction.
look at the error logs for any exceptions or problems faced by the
service method. If possible, you could show a copy of the error log
with your problem, might be able to help further.