This appears to be a problem with the SugarCRM code. We are not experts in PHP, so all we can do is refer to you the similar issue on the SugarCRM site:
http://www.sugarcrm.com/forums/showthread.php?t=20873&page=2&pp=10
The problem is that the soap.php service is returning bad characters at the top of the file. Your web browser will ignore these bad characters, but any well-done application will rightfully complain.
We have tried to work-around the issue, but the best we could do is detect the problem and provide a message box.
There must be a PHP solution. Just search Google and I'm sure you will find it.