How to create a web.config file to get SoapExtension loading?

I found out how to / where to insert the web.config content in the app.config file:

I had to insert it after ApplicationSettings and userSettings elements. This is the only place where it doesn't generate any error at runtime. So no need for a web.config file, although I still would like to know how to configure the app, if someone has the answer.

<?xml version="1.0" encoding="utf-8"?>
<configuration>
  <configSections>
  </configSections>
  <applicationSettings>
  </applicationSettings>
  <userSettings>
  </userSettings>
  <system.web>
    <webServices>
      <soapExtensionTypes>
        <add type="MyNameSpace.MySoapExtension,MyAssemblyFileName" priority="1"/>
      </soapExtensionTypes>
    </webServices>
  </system.web>
  <system.serviceModel>
    <bindings />
    <client />
  </system.serviceModel>
</configuration>

My SoapExtension seems to be correctly initialized now, and the message filtering works fine.