If you follow the directions at
Getting Started with the Microsoft adCenter API
you may encounter the error 'OptionProcessingHelper threw an exception' when running svcutil.exe. You may resolve this issue by upgrading to .NET 3.0 SPI available here.
Also, when using Visual Studio 2008, the use of svcutil.exe is not necessary. You can can create the necessary proxy files by right clicking on References in the Solution Explorer and selecting Add Service Reference (or choose Add Service Reference from the Project menu). Under the Advanced button, check "Always generate message contracts."
Jeff Dillon, Microsoft adCenter API Support