Here are the variables left by the time we found a
workaround for the problem:
Across subnet.
Across firewall.
DCOM call from a DLL used in an ASP page.

Two tests from a web server ("a") to another server ("b")
over the firewall and subnet:

First test ran a simple ASP page that created an object of
a local COM DLL. The local COM DLL then performed a DCOM
call to server a. Network Monitoring revealed a quick
response from server b back to the web server without
acknowledgement. A subsequent response approximately two
minutes later from server b was finally acknowledged by
server a. (Failure - takes too long because it should have
ackowledged the first response)

Second test ran a simple windows application that created
an object of a local COM DLL. The local COM DLL then
performed a DCOM call to server b. Network Monitoring
revealed a quick response from server b back to server a
with immediate acknowledgement. (Success - acknowledged
the first response)

Workaround:
Created local COM EXE with code from local COM DLL.
Ran first test creating new object of the local COM EXE
instead of the local COM DLL. (Success - the COM EXE
acknowledged the first response from server b)

Does IIS intercept all communication produced from it's
DLLHost.exes? Any other ideas as to what the root cause
of this problem may be????