While Jose was testing a Lab I have been working on, he found himself getting an error I wasn't expecting. The exercise requires for the user to change the Default Impersonation Level on the computer where an application will access COM object using the Impersonate level. So, it is kind of simple, the exercise described how to access Component Services, go to the Computer's Properties and change the Default Impersonation Level; after which it should be sufficient to click on the OK button and suppose Component Services has made the change by then. Think again!
Well, what I can tell you is that at least in a Windows XP Professional Edition running on a Virtual Machine using Virtual Server 2005 R2, you get one of these errors that you would probably never notice, but if it came up, it could drive you insane. Component Services doesn't register the change until you do something else inside the Component Services windows, after you click on the OK button; anything at all: click on an icon, navigate the tree, close the application, whatever you want, but you will need to do something that triggers an event. Once you do that, you are good to go.