I've worked around it, and in the process learned a bit of how the whole thing works, so it's not a total loss. I now have a program that generates an XML document and uploads it to my server, and all without me typing a single angle bracket or coding a buggy piece of asynchronous RFC-wotsit code, so I'm pretty happy.
Definitely need to do something about that doco though. How do I set up VS2003 so I'm running the actual compiled-from-source version of your component instead of the pre-compiled DLL? I'd be happy to fill in some gaps in the NDoc stuff (teaching myself the format as I go) and send the diffs. That's what F/OSS is about, after all!