CoMarshalInterThreadInterfaceInStream fails with 0x8004015?

We have an Excel Addin providing an RTD server.

It's working on our test servers as well as on some customer servers. But on some customer servers CoMarshalInterThreadInterfaceInStream returns 0x8004015? (it's cut in the log file so I'm not sure about the last digit).

The code is:

hr = CoMarshalInterThreadInterfaceInStream (IID_IRTDUpdateEvent, CallbackObject, &mCallbackObjectStream);

All server run Win 7 64 Bit and Office 2010, so at least on the first view I don't see a difference.

Any idea what may cause CoMarshalInterThreadInterfaceInStream failing on some servers? What can I check to track down?

Thanks in advance!