If you create an AIF Service from scratch (like creating an AX query and generating the WCF Service with the AIF wizard) and then you try to consume it from an external .NET client app, you'll get an error (at least with AX 5.0 CTP3 drop2). On the other hand, you are able to consume, with no problems, all the out-of-the-box AX 5.0 AIF services...