The formal way of controlling use of your object is by implementing IClassFactory2 on the class factory that creates your COM objects.
Here's a link at MSDN explaining the interface.
IClassFactory2 at MSDN
The benefit of creating an implementation is that nobody can fetch an instance without clearing the hurdles of registration through IClassFactory2.
The downside is that you'll have to inspect all the locations where you are creating an object, to make sure that they haven't broken. Creating instances becomes more burdensome, although some languages already have facilities to make the process less painful (ex. VB6).
If you are trying to protect an object that has a lot of instantiation activity, you might want to go with Mastermind's method of adding a key parameter, or add an unlock method of some sort to your interfaces that must be called correctly before the component behind it can be used.