My experience has been that you can't import the Partner or Enterprise WSDLs to a Windows Phone 7 project.
With Windows Phone 7 projects you can add a Service Reference (for WCF), but not a Web Reference.
Whenever I've imported the Salesforce WSDLs to a standard .NET project I've needed to use a Web Reference to get the APIs working correctly. Something about how WCF doesn't support the Salesforce WSDL defined SOAP headers that are needed to specify the session details.
I found using the REST API and JSON.NET to be the easiest with Windows Phone 7 projects.
That said, my phone app only works with Developer, Enterprise and Unlimited Salesforce editions. Professional and Group editions get the API_DISABLED_FOR_ORG error. I think I need to get the app certified to work with those editions.