Here is the problem, I couldn’t find documentation about the security role for SPRoleCollection. I just concluded that this was an issue
Below is a code snippet for a VB.NET function. This function refers to a Web Service myws that references /_vti_bin/UserGroup.asmx and it returnes an array containing the list of roles the user belong to.
Please note that I am storing the username/password/domain of a user with sufficient admin right in the web.config file.