It sounds like an access violation: one of your interface pointers might be invalid. Try running the component in debug mode and see if you can pin down where in the code the error is occurring. I had a ton of problems with connection points a while back and all the problems turned out to be something I had done.
To run the component in debug mode, start debug. At some point shortly thereafter, you get a prompt asking you which executable you want to run the component with. You should set it to Internet Explorer. When IE then starts up, you have to then navigate to the HTML page you are using to run your component. When the browser then crashes you will be able to see something in visual studio though it might not be helpful if the exception is occurring in IE.
Also, beware that in debug mode Visual Studio will sometimes allow COM violations to occur without crashing immediately but in ReleaseMinSize mode the browser will crash more readily. In other words, make sure you test both debug and non-debug builds of the component. If you only test in debug version, you might get the illusion that everything is hunky-dory when it's not.
Hope this helps a little.
--Will Duty
wduty@radicalfringe.com