Win2003 SP1 error: "New transaction cannot enlist in the specified transaction coordinator&quo

I have a web application installed on Windows 2003 Standard Edition
with SP1, it accesses a SQL Servet 2000 database installed on Windows
2000 Server, the two computers are not in the same domain. The web
application uses ASP pages and COM+ components written in VB6.
After the installation of SP1 for Windows 2003 the application does
not work anymore (before the installation of SP1 it worked without
problems). The following error occurs: "New transaction cannot enlist
in the specified transaction coordinator".
If I change in Component Services the componets' Transaction model
from Required to Supported then the application works fine.

Does anybody know if this is a limitation of Windows 2003 SP1 or a bug
or if there is a solution in order to solve the problem.

Thanks,
István