It seems that while he was sending out Double.MaxValue the system was enable to use Double.Parse() on it. In other words, he wasn't able to "roundtrip" his value, like Double.Parse(Double.MaxValue.ToString()).
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Using Edge Cases as Magic Numbers is more evil than using Magic Numbers [Scott Hanselman]
There is a similar issue with DateTime data when you try to use simple serialization - or serialization from a class -> XSD - to build an interface. That reminds me, I need to look at how Xml Serialization works for nullable types in Whidbey.
...after a quick Google search...
It looks like Christian Weyer already answered my question in this article.