We moved everything to a different server, and the problem is gone. I'm afraid we still don't know which configuration that caused the problem, but at least it doesn't stop us anymore. The problem is not with nuSOAP..

Thanks for your help dmitri, we appreciate it! :)

Most probably it's firewall or winsock itself.
Some early builds of XP suffered from winsock problems. Try to google for "apache socket XP problem"