1. Use a web browser to view the wsdl file of asmx service e.g. http://hostname/service.asmx?wsdl
2. Save this wsdl file and any imported xsd files into a local directory.
Instead of steps 1 and 2 you can use svcutil.exe /t:metadata http://hostname/service.asmx?wsdl
3. Within VS2005, Project -> Add -> Add Generated Items…
4. Consume WCF Service -> Add -> Next
5. Select Metadata files(WSDL and XSD) -> Next
6. Add all the wsdl and xsd files -> Next