I've had very much the same problem, and it's not about setting up the connection properly. When the wsdl file is downloaded (and I've found this with ALL book/online tutorials) there are tags missing. I found this through attempting to open the file in IE. When edited and all opening tags have corresponding closing tags, the error no longer happens. However, on the next stage of the tutorials when the Input tab is selected, there's nothing to select.

I've spent quite a long time looking into this, but can't find any resolutions that work. Quite disheartening really.