Web services aren't really designed to work that way - they are ultimately a simple client server / request + response system and do not provide a way for the server to push further information down to the client.
If you need to do something more complex (request + response + response) then you could possibly implement some form of state management on the server side and have the client periodically poll the server, however this will impact scalability and performance and possibly be far more complicated than is really practical.
In your model you are trying to return 2 seperate pieces of information, the fact that a request has been received and then the results - could you not assume the request was received by the fact it didn't fail and report an error?
If this is required functionality then webservices may not be the appropriate technology (possibly remoting may be more suitable).