Using TDatabase inside of COM DLL? TDatabase.Open hangs.

I have a COM (ActiveX) project where I've built a number of
dual-interface COM objects. (Delphi 4)

Now I'm trying to connect to an Access database within the project. I've
added a TDataModule and placed a TDatabase component on it. When the DLL
is loaded (in the initialization section), I create the data module and
plug values into the database to get it up and running.

When I call the database's Open method, it just hangs. I'm assuming that
there is something subtle about this. While I've done a lot with
databases, I've never tried this kind of trick before.

Any pointers?