http://blogs.msdn.com/project_programmability/archive/2006/12/12/adding-a-web-reference-to-the-psi-in-the-rtm-build.aspx

Some times in Project Server, you may run into the following issue, where you are unable to add the Web Reference to the PSI

"The Document at the following uRL is not know type … bla bla bla."

The workaround is to click on the "Service Description" link. This will allow you to add the Web Reference to your project.

Regards,

Jerry