Filling JQGrid Searchoption values dynamically

Question

In my colModel I have defined that one of my columns will have a drop down filter in the filter toolbar.

I use ASP.NET Webforms and a webservice webmethod

I have tried to use dataUrl for this and it works with a static HTML page. However I need to use a call to my webservice, which I can't get working.

searchoptions: { dataUrl: 'WebService.asmx/GetLastNamesForFilter'}

This causes the following error: [InvalidOperationException: Request format is unrecognized for URL unexpectedly ending in '/GetLastNamesForFilter'.]

I have also tried to do(same way I initially do my call to populate the grid itself, but it never even enters that function.):

searchoptions: { value: function (pdata) { getData(pdata); }}

So my question is how I can use dataUrl to call my webmethod in the webservice.