In the response all the objects are on the same schema but in your wsdl you define getCountriesReturn with a type of another namespace. You can fix it changing your wsdl to include Country type in the http://service.sms.mycompany.eu schema:
<wsdl:definitions targetNamespace="http://service.sms.mycompany.eu"
xmlns:apachesoap="http://xml.apache.org/xml-soap"
xmlns:impl="http://service.sms.mycompany.eu"
xmlns:intf="http://service.sms.mycompany.eu"
xmlns:wsdl="http://schemas.xmlsoap.org/wsdl/"
xmlns:wsdlsoap="http://schemas.xmlsoap.org/wsdl/soap/"
xmlns:xsd="http://www.w3.org/2001/XMLSchema">
<!--WSDL created by Apache Axis version: 1.4 Built on Apr 22, 2006 (06:55:48 PDT)-->
<wsdl:types>
<schema elementFormDefault="qualified"
targetNamespace="http://service.sms.mycompany.eu"
xmlns="http://www.w3.org/2001/XMLSchema">
<element name="getCountries">
<complexType/>
</element>
<element name="getCountriesResponse">
<complexType>
<sequence>
<element maxOccurs="unbounded" name="getCountriesReturn" type="Country"/>
</sequence>
</complexType>
</element>
<complexType name="Country">
<sequence>
<element name="description" nillable="true" type="xsd:string"/>
<element name="id" nillable="true" type="xsd:string"/>
</sequence>
</complexType>
</schema>
</wsdl:types>
<wsdl:message name="getCountriesRequest">
<wsdl:part element="impl:getCountries" name="parameters"/>
</wsdl:message>
<wsdl:message name="getCountriesResponse">
<wsdl:part element="impl:getCountriesResponse" name="parameters"/>
</wsdl:message>
<wsdl:operation name="getCountries">
<wsdl:input message="impl:getCountriesRequest" name="getCountriesRequest"/>
<wsdl:output message="impl:getCountriesResponse" name="getCountriesResponse"/>
</wsdl:operation>
<wsdl:portType name="SapServiceOut">
<wsdl:operation name="getCountries">
<wsdl:input message="impl:getCountriesRequest" name="getCountriesRequest">
</wsdl:input>
<wsdl:output message="impl:getCountriesResponse" name="getCountriesResponse"/>
</wsdl:operation>
</wsdl:portType>
<wsdl:binding name="SapServiceOutSoapBinding" type="impl:SapServiceOut">
<wsdlsoap:binding style="document" transport="http://schemas.xmlsoap.org/soap/http"/>
<wsdl:operation name="getCountries">
<wsdlsoap:operation soapAction=""/>
<wsdl:input name="getCountriesRequest">
<wsdlsoap:body use="literal"/>
</wsdl:input>
<wsdl:output name="getCountriesResponse">
<wsdlsoap:body use="literal"/>
</wsdl:output>
</wsdl:operation>
</wsdl:binding>
<wsdl:service name="SapServiceOutService">
<wsdl:port binding="impl:SapServiceOutSoapBinding" name="SapServiceOut">
<wsdlsoap:address location="http://localhost:8080/XBP/services/SapServiceOut"/>
</wsdl:port>
</wsdl:service>