COM client threading?

Ok, I really don't know which is the right group to post this message
but here's the dilemma:
Rough structure of the program:

Class 1: ClientContainer
Class 2: COMClient using DCOM to interact with COM Server
Class 3: Datacallback interface class to receive callbacks from COM
Server

To each server connection a new COMClient object is created. This object

also has the Datacallback class to receive callbacks.

ClientContainer holds all the created COMClient objects
Problem:
Let's assume that there were two instances of COMClient, foo & bar.
foo has "registered" to receive item values upon changing from a certain
COM server.
bar has "registered" to receive item values upon changing from another
COM server.

The amount of events(items) foo has registered to receive is 1000, on
very rapid intervals
The amount of events(items) bar has registered is only 1 which is
supposed to change on
one minute intervals.

Question:
Will the callback method on bar ever be called? Does it help to have
each COMClient
to run in separate thread?

P.S.
This is intended to be a general COM question, it's not intended to be
Builder/VC++/etc
spesific.