Aaron Skonnard has written a tutorial about how to use the routing facilities in WSE to build a soap router. The material in this tutorial are also in the advanced section of the WSE samples. Please keep in mind that the referal functionality is still volatile, anything you add to the cache programmatically is not persisted.
Posted by Werner Vogels at January 13, 2003 08:31 PMRouting SOAP Messages with WSE Web Services Enhancements 1.0 helps you use WS-Routing and WS-Referral to define and influence SOAP message paths. [via MSDN]