Calling Web Services using AsyncCallback

I'm trying to do this for the first time.  While I can't send the exact
code, here is in essence what I'm doing:

public void CallMyService()
{
  MyService service = new MyService();
  service.BeginCallMethod(
        new AsyncCallback(this.CallMethodResultCallback),
      service
   );
}

public void CallMethodResultCallback(IAsyncResult ar)
{
   MyService service = (MyService)ar.AsyncState;
   string result = service.EndCallMethod(ar);
   ...
}

So the callback happens, and if I set a break point, I can get the result.
But sometime soon afterward I get a "System.IO.IOException" with the
following message:
"Unable to read data from the transport connection"

Call stack says I'm in System.Net.Connection::ReadCallback()

This does seem to happen when I try to put the string in a UI control.  Is
this not allowed?  Is there a way to create the AsyncCallback such that it
will be called on the UI thread?

Thanks for any help!

-John

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