Do you create your own binding and endpoint address then intstaniate the client using those? A simple example (Which includes a timeout option):
BasicHttpBinding binding = new BasicHttpBinding();
binding.OpenTimeout = new TimeSpan(0, 0, 10);
binding.CloseTimeout = new TimeSpan(0, 0, 10);
binding.SendTimeout = new TimeSpan(0, 0, 30);
// more attributes for the binding
EndpointAddress endpointAddress = new EndpointAddress("https://mywcfserver.com/WCFService.svc");
ClientProxy client = new ClientProxy(binding, endpointAddress);
just to note, the bindings you define in the code, should be the same as the binding definited the web service's app.config.