The CRM SDK has a little-known, but very useful set of projects called wsdlbasedproxies, which show how to connect to the CRM web services without using the .Net 4.0 assemblies.
When testing the project for claims, I found that it needs some code additions. The code as supplied (in SDK v 5.0.9) sets the credential.Windows property, but this fails with the error "The username is not provided. Specify username in ClientCredentials".
Fortunately, this can be easily fixed by setting the credentials.UserName property instead. To do this, I made the following code replacements:
credentials.Windows.ClientCredential = new NetworkCredential(UserName, UserPassword, UserDomain);
credentials.UserName.UserName = UserName;
credentials.UserName.Password = UserPassword;
client.ClientCredentials.Windows.ClientCredential = credentials.Windows.ClientCredential;
client.ClientCredentials.UserName.UserName = credentials.UserName.UserName;
client.ClientCredentials.UserName.Password = credentials.UserName.Password;