Got it ! Depends on how you code.
* Make sure the "Enable object construction" option is not checked in Component Service MMC. If you check this option, you have to implement IObjectConstruct interface in your source code, otherwise you will get the 80004002 error.
* In Component Service MMS, on the Conmponent Properties windows, open Advanced tab and check Allow IIS intrinsic properties.
In my code, I invoke GetObjectContext() function in objectcontrol_activate() method, if the Allow IIS intrinsic properties is not checked, you cant get the IIS contexts, then conversion exception happens with such codes:
Set myres = myCtx(Response)
Because myCtx(Response) will return Empty. This is why we get 8004e025 and 0x800a01a8 errors.
Frank