Dear Henning,
I faced the similar issue when we tried adding a basic authentication for a Consumer Proxy. But there is an easy way to do it without adding the authentication type in the Service Provider WSDL. In the SE80 Object Navigator for the Service Consumer click on the Configuration tab and go to the Authentication part in the Security Profile and set the Profile value to Medium and Authentication level to Basic and activate it. Now open your Consumer Proxy in the SOAMANAGER and create a logical port of the type Manual Configuration.In the Consumer Security Tab you can see the UserID/Password radio button enabled with a provision to add you ID/Password. This has solved my issued easily. Thanks for this post which helped me in finding a good solution. Reward it if it's useful.
Regards,
Arun Viswa.