SharePoint 2010 WebService system cannot find the file specified. (Exception from HRESULT: 0x80070002

when use webservice on SP 2010, caught an exception:

{"Exception of type 'Microsoft.SharePoint.SoapServer.SoapServerException' was thrown."}
"The system cannot find the file specified. (Exception from HRESULT: 0x80070002)"

Root cause:

Adding the web reference by navigating to the /_vti_bin/Lists.asmx page DOES NOT mean that this site will be the site that the queries are run on. You still have to set the URL property of the "Lists" variable I created first. Assuming that "mosslists" is the name of the web reference I just created, the following code creates a "list" object, then sets the URL property of that object:

            mosslists.Lists lists = new mosslists.Lists();

            lists.Url = "http:///_vti_bin/Lists.asmx";

So after all that talk about already setting the URL.