Joe Bork has released his XrpGen tool. This is based on his XmlRpcProxyCodeGen class I mentioned recently. It takes a source file containing an interface and generates the source for the corresponding XML-RPC proxy. His post has all the details.
The custom build steps feature of Visual Studio 2003 will allow XrpGen to be used in a pre-build step to generate proxy code which is then used in the build. This will ensure that the proxy code is always up-to-date with the interface.