Web service request does not reach IIS

I'm writing a Windows Forms application which gets data through a Web Service. I'm trying to use the IIS HTTP 1.1 native compression. In order to do that I've added the following methods to the proxy class generated by Visual Studio:

protected override WebRequest GetWebRequest(Uri uri)
{
WebRequest request = base.GetWebRequest(uri);
request.Headers.Add("Accept-Encoding", "gzip, deflate");
return request;
}

protected override WebResponse GetWebResponse(WebRequest request)
{
HttpWebResponseDecompressed response = new HttpWebResponseDecompressed(request);
return response;
}

The HttpWebResponseDecompressed class receives the compressed response and decompress it. This is what is happening: if I remove the second line from the GetWebRequest method (which adds the header), all the 9 requisitions that I make on the program's initialization have answer. But when the header is added, only the first 4 requisitions receive answer (the answer is correctly compressed).

I've enabled the ASP.NET trace (which generates the trace.axd page) so that I could see the requests received by IIS and the last 5 do not appear. If I put a breakpoint in the GetWebRequest method, the breakpoint is hit but they do not reach IIS.

Can anyone tell me what is happening or what can I do?

Thanks