How to make Application Scope Lazy Singleton

I need to fetch a dictionary that maps states and provinces to countries from an asmx service.
How do I create a lazy singleton to hold this dictionary in application scope?
I could use global.asax but that would not be lazy.  I don't know if my asmx service would be available when my application is starting up.
Can I use the @lazy feature in C#? For NET 3.5?
Thanks
Siegfried