Calling Sp_oa* In Function

I'm faced with a situation where I will need to calculate a column for
a resultset by calling a component written as a VB6 DLL, passing
parameters from the resultset to the component and setting (or
updating) a column with the result. I thought that perhaps the best
way out would be to create a UDF that passes the parameters to the VB
component using the sp_oa* OLE stored procs.

For a test, I created an ActiveX DLL in VB6 (TestDLL) with some
properties and methods. I then created a function that creates the
object, sets the required properties and returns a result. I use
sp_oaDestroy at the end of the function to remove the object
reference. The function seems to work surprisingly well except for a
small problem; when I use the function to calculate a column for a
resultset with more that one row, the DLL appears to stay locked up
("the file is being used by another person or program"). This leaves
me with the impression that the object reference is not being
destroyed. I have to stop/restart the SQL Server in order to free the
DLL.

Question:
Is the UDF approach the best way? I don't like the idea of creating
and destroying the object at every pass which is what the UDF does.
As an alternative, I suppose that I could have a single SP where I
create the OLE object once, loop through the result set with a cursor
and do my processing/updating, then close the OLE object. I must say
that I'm not too fond of that approach either.

Thanks for your help,

Bill E.
Hollywood, FL

(code is below)
___________________________
--Test the function
Create Table #TestTable(Field1 int)
INSERT INTO #TestTable VALUES (1)
INSERT INTO #TestTable VALUES (2)
SELECT Field1, dbo.fnTest(Field1,4) AS CalcCol
FROM #TestTable
Drop Table #TestTable


___________________________

CREATE FUNCTION dbo.fnTest
/*
This function calls a VB DLL

*/
(
--input variables
@intValue1 smallint,
@intValue2 smallint
)
RETURNS integer
AS
BEGIN
--Define the return variable and the counter
Declare @intReturnValue smallint
Set @intReturnValue=0

--Define other variables
Declare @intObject int
Declare @intResult int
Declare @intError int

Set @intError=0

If @intError = 0
exec @intError=sp_oaCreate 'TestDLL.Convert', @intObject OUTPUT
If @intError = 0
exec @intError = sp_OASetProperty @intObject,'Input1', @intValue1
If @intError = 0
exec @intError = sp_OASetProperty @intObject,'Input2', @intValue2
If @intError = 0
exec @intError = sp_oamethod @intObject, 'Multiply'
If @intError = 0
exec @intError = sp_oagetproperty @intObject,'Output',
@intReturnValue Output
If @intError = 0
exec @intError = sp_oadestroy @intObject
RETURN @intReturnValue


END