WCF / ASMX :: Implement The Chunking While Serializing?

I have an ASMX web service that returns a large dataset. The objects are custom. That is, I am not sending DataSets or other complex objects. I need to chunk the response because it could be large. Following this: http://support.microsoft.com/kb/278998, I have enabled chunked transfer encoding on the server. The client is java. I am doing something along these lines:

connection.setRequestProperty("Range", "bytes=" + rangeStart + "-" + rangeEnd);
int responseCode = connection.getResponseCode();

I see the request property come in on the server side. I see the server build the response. I am tracing the outbound soap, and it appears to be created. I expected to get a response code of 206 back when the response is large. But, I always get 200 (or an error if the request is too large, Request Entity too large on the BlackBerry).What do I need to do on the server side to chunk? I can explore moving to WCF if I have to, but, would rather avoid it. I am guessing I need to implement the chunking while serializing or possibly write a custom HTTP Handler to do it for me. The problem with the serializer approach is, the web service framework is doing the serilization for me. I can take this approach if needed.