Till the days of Silverlight RC0 (so yesterday ;-)) we had to generate the proxy class for ado.net dataservice service by hand like:
dataSvcUtil.exe /out:dsProxy.vb /language:VB /uri:http://localhost:64184/eventsDataService1.svc/
Surprisingly the final RTW of silverlight tools for visual studio have the feature to create the proxy by wizard. Everything you have to do, is to select from menu “add service reference” and to press discover button
You get in your project a little bit more then before. The logic is in reference.vb and looks exactly the same as with command line tool.
A instance of the entity is then created with code like that
Dim srv As New ServiceReference1.eventsEntities
The edmx from the silverlight project is in my case not editable with designer. In the source model, which exists in the website, it works fine.