Thanks for your reply.
I've just connected to the webservice you mention (http://wsf.cdyne.com/WeatherWS/Weather.asmx?WSDL), clicked download, and still get the same error suggesting the xml is badly formed. I've been following the tutorials word for word, step by step and have tried three already. I agree that it seems unlikely they're all wrong, and the the common denominator is me. However, it's baffling.
I create a connection and successfully test it.
Create a string variable.
Drag the webservice task and so on......then the error.