Of course at the beginning of this page I should advertise my SvCom project.It`s not a joke, it is a one of the possible ways. The other way is to perform all necessary work manually. Here is a list of actions that should be done to force the DCOM server work as Windows NT service. All these steps must be done for each com-object and each service that works as server.

• A specialized classfactory should be created. All necessary properties of this factory are listed below;
• It should register object's class when the service starts;
• It should register object's class when the service continues;
• It should revoke object's class when the service stops;
• It should revoke object's class when the service pauses;
• It should be able to write information about object into registry at installation;
• It should be able to delete this information at uninstallation;
• A specialized TService descendant or independent Service component should be created;
• This service should initialize ole subsystem at startup;
• This service should deinitialize ole subsystem just before stopping;

I've done all these steps and some other steps such as some experts creating and so on. The result is here.