Using [SoapDocumentMethod(OneWay=true)] attribute causes Trusted SQL Connection to fail

[Christopher D. Wiederspan]

I have a web service and I'm using a connection string to SQL Server that
specifies "Integrated Security=SSPI" to impersonate the calling user. My
setup works fine until I add the [SoapDocumentMethod(OneWay=true)] attribute
to the web service, and then I start getting the error: Login failed for
user '(null)'. I'm guessing that this has something to do with threading and
the new thread not having the context of the calling user. Can somebody
enlighten me?

Thanks,
Chris