When you run wscompile ant task you need to create a model file. Be sure to add that model file in the war file and reference it from the deployment descriptor. There is a good white paper on http:///jax-rpc.dev.java.net that might help.
As a side note, have you considered using JAX-WS for building your web services. It is the next generation Java apis for creating web services. You can read more about jax-ws at http://jax-ws.dev.java.net.