Most likely, it is about authentication failure.
There is a good post explaining how to connect to NAV Web Services via PHP:
http://blogs.msdn.com/b/freddyk/archive/2010/01/19/connecting-to-nav-web-services-from-php.aspx
Please note, that if you implement example from the post, you will have to enable NTLM authentication for your web service. For NAV 2009 you can do it by modifying parameter WebServicesUseNTLMAuthentication in your CustomSettings.config file. For NAV 2013 you can use Administration tool to set this parameter.