Done!
Finally, it works.
I followed this tutorial and find the problem.
I need to use wsdl to generate the cs file first,
then use csc to compile the cs file to dll file,
AND, for the example in tutorial, they HAVE TO BE in bin/ directory! (OR, it will not work!)


Three importent lines:

wsdl.exe /l:CS /n:WService /out:bin/GetSuppliers.cs http://localhost/suppliers.asmx?WSDL

csc /t:library /out:bin\GetSuppliers.dll bin\GetSuppliers.cs /reference:System.dll,System.Data.dll,System.Web.dll, System.Web.Services.dll,System.XML.dll /optimize

< %@ Import Namespace="WService" % > <=no space between "<" and "%"