var request = new FulfillSalesOrderRequest
        {
            OrderClose = new OrderClose
            {
                SalesOrderId = new EntityReference
                    { LogicalName = orderEntityName, Id = orderId }

            },
            Status = new OptionSetValue(newStatus)
        };

var request = new FulfillSalesOrderRequest();

        request.OrderClose = new OrderClose();

        request.OrderClose.LogicalName = orderEntityName;
        request.OrderClose.Id = orderId;
        request.Status = new OptionSetValue(newStatus);

request.OrderClose = new Entity();

using Microsoft.Crm.Sdk.Messages;

CrmSvcUtil.exe /url:http://<serverName>/<organizationName>/XRMServices/2011/Organization.svc    /out:<outputFilename>.cs /username:<username> /password:<password> /domain:<domainName>    /namespace:<outputNamespace> /serviceContextName:<serviceContextName>

var request = new FulfillSalesOrderRequest();
request.OrderClose = new Entity("orderclose");
request.OrderClose["salesorderid"] = new EntityReference("salesorder", new Guid("YOURGUID"));
request.Status = new OptionSetValue(100001);
service.Execute(request);