Microsoft has put out native code webservices API (WWSAPI) that looks pretty decent. I haven't had a chance to use it yet. We had originally ignored it, since it required Windows 7 or Server 2008, but they've finally released a runtime library for older OSs.
I would advise staying away from Microsoft's old SOAP SDK. For one, it's been deprecated; two, it's not terribly easy to distribute; and three, it's terrible to code for compared to the .NET offerings.
What we've done is written a bit of C++\CLI to interface our existing C++ codebase with .NETs webservice framework. This turned out to be remarkably easy. .NET will generate all the classes and boilerplate code you need based of of a WSDL file. Then you just write some C++\CLI code to handle the incoming data as managed classes and fill in some managed classes as responses.