I use a C++ written COM object in C#. I just create instance through "new". I need numerous of such objects. But every other "new" doesn't create new instance, but only gives reference on first object. Thats why I have a mess with data. Is it possible to get new instance every time? Or I should realize IClassFactory in my COM to instantiate not singleton? I've made COM with master in VC 2010 with ATL support. And I have a trouble where and how to realize IClassFactory.
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You need to implement IUnknown, IClassFactory. Depending on what you're doing you may want to implement IDispatch and IErrorInfo as well. It's quite involved so I won't go into the details here. The following three articles should cover pretty much everything that you are after: