It would help if you posted the server and client configuration settings.
Here's a summary of how the wsDualHttpBinding works from MSDN (emphasise mine):
The WSDualHttpBinding provides the
same support for Web Service protocols
as the WSHttpBinding, but for use with
duplex contracts. WSDualHttpBinding
only supports SOAP security and
requires reliable messaging. This
binding requires that the client has a
public URI that provides a callback
endpoint for the service. This is
provided by the clientBaseAddress
attribute. A dual binding exposes the
IP address of the client to the
service. The client should use
security to ensure that it only
connects to services it trusts.
This binding can be used to
communicate reliably through one or
more SOAP intermediaries.
By default, this binding generates a
runtime stack with
WS-ReliableMessaging for reliability,
WS-Security for message security and
authentication, HTTP for message
delivery, and a Text/XML message
encoding.