The problems seem to stem from the generated WSDL specifically around the ObjectNameType definition and also involving the namespaces.
Visual Studio .NET complains about the WSDL when attempting to add the Web Reference.
d:\DotNet\Projects\JBossJMX\JBossJMX\Web References\JMX\Reference.map(1): Custom tool error: Unable to import WebService/Schema. Unable to import binding 'RemoteAdaptorSoapBinding' from namespace 'http://localhost:8080/jboss-net/services/RemoteAdaptor'. Unable to import operation 'invoke'. The datatype 'anyType' is missing.
This was correctable by adjusting the namespace definitions.
After getting .NET to accept the WSDL, the second problem is that the type definition for ObjectNameType is creating a type that extends string. When tools such as the .NET proxy generator try to evaluate this they create an emply ObjectNameType class because string is a sealed class in .NET and therefore you cannot derive a class from it. This is typical of most languages and so it would seem more logical to either have the type definition be a complexType that contains a string or possibly even defining a type that accepts the various components of a JMX ObjectName and therefore could do some client-side validation.