1) The Commandline only supports generating one type of collections, you can however, configure your webservice through the Visual Studio Add Servcie Refenerence Dialog. It's advanced panel supports selecting a CollectionType and a DictionaryType.
2) When you chose this option in Visual Studio it looks at all assemblies already referenced by the project you're adding teh Service Reference to. If you add these references before running the Add Service Reference wizard Visual Studio should pick them up.
If all else fails, you can manually edit the .svcmap file that Visual Studio generates. Here you can add additional Collection Types you want to be (re-)used, these can be custom collection types, you can add addditional reference assemblies as well through this file.