Urk. I would recommend asking on microsoft.public.vc.atl as I think you will find more experts there. I think (though I'm not an expert) the issue has less to do with COM+ than the issue of registered proxy/stubs. (In other words, even if you wrote your own COM client to access your component out-of-process, you would probably run into the same issue) If you have standard Automation-compatible interfaces, then Windows knows how to marshal your objects just fine. But otherwise it is confused.
Without a type library, you either need to register proxy/stubs, or need to implement IMarshal yourself to handle custom marshaling. (or there's also this "handler marshaling" thing that I don't understand)
Your comment about why you don't have a type library (implementing an interface already defined by Microsoft, but one which doesn't have a typelib) raises a red flag with me. Can you provide more details? If it's something in a .DLL or .EXE, but the type information is inside the library itself (rather than an external .TLB file) it's probably possible to extract the right information to make everything work, I'm just not familiar with the process.
(For the record, I've left ATL/COM programming in favor of Java, so although I can let you know what I remember in the past, I don't use the tools now and it would be difficult for me to get back into them to provide any more help. But the folks on the microsoft.public.vc.atl are pretty smart.)