It should be pretty straightforward. With 2.0 there’s built-in support for decompression of SOAP replies. Check out the article that got posted last year @ http://msdn.microsoft.com/library/default.asp?url=/library/en-us/dnvs05/html/wsnetfx2.asp
[Via C#, .Net Framework]Thanks for the comment, however unfortuantly Yahoo doesn’t use SOAP to access their API’s. However, it is really handy to know because it might be of use with Amazons API’s which do have a SOAP interface.