ImpersonationLevel setting in webservice all

I have a c# client in windows which interact with SharePoint server using WebService calls such as GetListItems. There can be multiple way to call the webservice. I am using web reference proxy class(which uses .net aspx) to call the SharePoint Webservice.

Please tell me if there is way to set the Impersonation Level before calling the webservice.

I know that when we create Service reference proxy class using WCF it has a way to set the impersonation level. We can set AllowedImpersonationLevel value to TokenImpersonationLevel.Impersonation. But I am not using WCF but I need similar functionality.

The SharePoint server is on the another domain and has custom code written and that is why impersonation is required.