Exception use instead of validation

[Raybarg]

Hi again, more questions. In my project I have this service layer I am using, to simplify it could be like this:

ServiceClient myService = new ServiceClient();
SomeDataType[] result = myService.GetSomeData(...arguments...);
myService.Close();

It's 3rd party layer and lacks proper documentation so I played around with this. With some arguments the result is null. I already have my application use these results in grids and with CurrencyManager and BindingContext. The design is assuming that these results from service methods should never be null (but what if they are). So I decided to do "helper" class which will contain all those service calls and throw exception if data is not valid instead of checking if the data is valid outside.

        ServiceClient myService = new ServiceClient();
        SomeDataType\[\] result;

        try
        {
            result = myService.GetSomeData();

            if (result == null)
            {
                throw new ArgumentNullException("result", "Service method GetSomeData() returned null.");
            }
        }
        finally
        {
            myService.Close();
        }
        return result;

Because the service raises no exception in the testing case I had it return null, it just returned null, though it has to be a case of an exception because it never shouldnt. So would this be the "proper" way to make sure I get the exception when I think the underlying layer (service) should have raised it?