How to cancel a case (incident) in MS CRM via webservice

The Question: How to cancel a Case (Incident) in Microsoft CRM 4 using the WebService?

I'm writing this because it took me ages to find the right answer and MS's documentation is not very helpful in this regard, hopefully this will save time for other people.

The Answer (in VB.NET):

 Dim CancelRequest As New SetStateIncidentRequest
    CancelRequest.IncidentState = IncidentState.Canceled
    CancelRequest.IncidentStatus = -1
    CancelRequest.EntityId = // [GUID OF INCIDENT]

    Dim CancelResponse As New SetStateIncidentResponse

    Try

        CancelResponse = objCrm.Execute(CancelRequest)

    Catch ex As System.Web.Services.Protocols.SoapException

        Dim root As XmlElement = ex.Detail

        strErrors = strErrors & vbCrLf & vbCrLf & root.ChildNodes(0).ChildNodes(3).InnerText

        Return False

    Catch ex As Exception

        strErrors = strErrors & vbCrLf & vbCrLf & ex.Message

        Return False

    End Try

    Return True

Where objCRM is an instance of the CrmService.