Hi Helena,
I have not worked with these web services extensively, so I don't really know the exact answer to your question about which method to call or what the problem might be, but I would suggest either scouring a SharePoint forum, or digging deeper into the SDK. The SDK is an incredibly valuable resource!
As for calling a web service directly from code: This is possible, but I do not recommend it for InfoPath solutions. I think I might have tried this before, but it was way too much headache than it was worth. I believe it requires Full Trust authentication.
Matt Faus / Microsoft InfoPath MVPQdabra® Software / Streamline data gathering to turn process into knowledge