Georgio
Sadly I am not an XML guru but I have used web services quite a bit.
I believe the answer to your question is no - certainly in WD.
The theory is that the web service will create a 'well formed' xml document that can be read (platform independent) by any program using the service.
Being able to remove the header would somewhat defeat the purpose.
If you save the response as an .xml file, can you open and read this in a browser window or NotePadXML etc?
I ask this as the error you are getting is the same as these will give if the document is not well formed (message from the OS resident xml parser).
If you cannot open the document then the issue is with the web service provider.
Having said this I am not sure this is possible as my understanding is that the xml parser will check each message before it is sent.
If you can open it then can you show the code you are using and highlight where you are getting the error.
Did you write the code yourself or did you import a WSDL?
Not sure if this is relevant but I have just looked at a number of response docs I have and the [?xml version="1.0" ?]" is always the first line.
Regards
DerekT