The WS-Management specification allows the ReplyTo Header value to be either a valid address for a new connection by using any transport supported by the service, or the URI http://schemas.xmlsoap.org/ws/2004/08/addressing/role/anonymous, as specified in [DMTF-DSP0226] section 5.4.2.

Web Services Management Protocol Extensions for Windows Vista servers MUST return a wsman:UnsupportedFeature fault with a detail code of http://schemas.dmtf.org/wbem/wsman/1/wsman/faultDetail/AddressingMode if they receive a value other than http://schemas.xmlsoap.org/ws/2004/08/addressing/role/anonymous in the ReplyTo header. If however the ReplyTo header is not present, then the servers MUST return a wsa: MessageInformationHeaderRequired fault.