I guess you wantneed to create Magento Soap User.
First of all you should create Soap Role.
So please go to admin panel System->Web service->Roles
(after EE-1.1312: System->Web service->SOAP/XML-RPC - Roles
) and Add New Role.
Next step go to System->Web service->Users
(System->Web service->SOAP/XML-RPC - Users
) and create new User. User Name and API key from this step will be used by other applications to connect Magento SOAP API.