Thanks, I think I've found a problem. It's quite tricky if you don't know indeed. The standard Windows NT configuration doesn't include an Atl.dll in system32 dir. Neither you can see it in "Dependency walker" when checking your COM deps., so to enable registration of ATL COM on the fresh installed NT, you must copy that dll and register it as well as it needs to have an Ole32aut.dll but proper version (NT, or 95). Unfortunately this small tip is not noticed anywhere you can see straight away and for new COM developers can be a time consuming. Thanks again, Dimitri.
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