- Add a App_Code catalog to your web application, e.g. c:\inetpub\wwrwroot\wss\virtualdirectoris\80\App_Code
- Copy MySimpleService.asmx to c:\inetpub\wwrwroot\wss\virtualdirectoris\80 or to /Template/Layouts/..
- Copy MySimpleService.asmx.cs to c:\inetpub\wwrwroot\wss\virtualdirectoris\80\App_Code
- Try your service: http://sharepoint2010/MySimpleService.asmx
There are for certain issues, but it all depends on your scneario and what you need to do; KISS - Keep It Simple Stupid - but don't be stupid! :-) Of course you need to wrap-up and make a solution package of everything before you make it into a production environment...