[2.0] Web Consumer Setup

I've created and used web services before but am a bit rusty.
I"ve always created the service and then distributed the program that consumed it.

What I have is a customer web service to connect to.
They sent me a wsdl file. I think it's a Java application.

In order to set up my "consumer" program I should take the following steps:
1 create my own local web service using the wsdl file.
2 link my main app to this service (giving it a kind of "interface")
3 change the url to point to the customer web server that will host the actual service.

Does that sound about right?
Or is there a simpler way?
I don't currently have IIS installed, so I guess I"ll dig that up.

Thanks for any feedback.