There's an issue with WCF proxies that is starting to get some (negative) attention. It has to do with the fact that WCF proxies can throw an exception when they are disposed. There are a number of posts on the net about this, so I won't go into details here.

Microsoft has an article on this issue:

http://msdn.microsoft.com/en-us/library/aa355056(VS.85).aspx

Tony Seed has a good article that shows a nice way to fix this, including a code snippet.

http://blog.tonysneed.com/?p=86