Works 'somehow' under perl 5.8.8 (SuSE Linux 10.2).
Versions: SOAP::Lite v0.60, WSDL v2.00.05

When dumping the response using Data::Dumper, I get:

...
  'System.Web.Services.Protocols.SoapException: Server was unable to p
+rocess request. ---> System.Data.SqlClient.SqlException: Procedure or
+ function \'getWCity\' expects parameter \'@CountryName\', which was 
+not supplied.
   at WebServicex.GlobalWeather.GetCitiesByCountry(String CountryName)
...
[download]

So, there seems to be a problem with the query or what the WDSL module made with it?

I guess, you already checked connectivity- and name resolution issues like i.e. telnetting port 80 of 209.162.186.60?