Koen answer is pathetic and folks should not comment on things they know nothing about. A file share relies on a mutual internal server and that's not what most web services are about.
If your web service can produce a WSDL file (basically a description of the input parameters and datatypes) then you can use the web service task.
If not, or you want to send the data in a data flow check out http://blogs.conchango.com/jamiethomson for code and a very good video of how this can be done.
I hope this helps.