Having problems with OLEServer in a NT Service - service and com.zip (0/2)

I have created a simple NT service and it as a OLEserver with one
method that simply displays a dialog box. From the client I can call
the method no problem. After about 30 seconds while still connected to
the COM server service NT produces the following message

" There are still Active COM objects in this application. One of more
client may be referencing these objects, so manuallly closing this
appliaction may cuase the clients to fail. Are you sure you want to
close this appliaction ?"

If I select yes or no NT seems to destro the COM object. I then get
RPC server is unavailable. If I run my Com server as a appliaction it
works fine.

How do I get around this problem.

I have included the test software.

I am running delphi 5 on Window 2000 pro

Any help would be greatly appreciated.