I'm not sure I entirely understand your question, but I'll take a stab at it:
My understanding of the question:
You have a client and server. Your client makes a webservice call to the server, and the server can then make some sort of call back to the client in the process of calculating whatever it calculates. You have this level of infrastructure working, but you're now having difficulty communicating between the callback's state and the state of the original request.
I see a few options here, depending on the nature of the state that you're trying to share.
1) If the state that you're trying to share isn't spinning (IE, if it's known when you make the request) and isn't terribly large, I think the most sensible option would be to pass that state along with the webservice call so that the server can pass it back in to the callback.
2) If the state is spinning, you may provide access to it via some sort of icky, but threadsafe, global mechanism. Perhaps the much-maligned singleton, or something similar.
3) If the state isn't spinning, but is large, you may want to consider pre-calculating the server's request before sending the initial request.
There are a variety of techniques, of which these are only a very few, but there really isn't enough information in the question to give a good answer.