Hi Gábor,
Does Online Catalog VWG sample works for you? What you described sounds like problem what I am having now on my office Win 2003 Server PC, I can't run downloaded sample app - after few clicks on navigationtab app stop responding. And after I tried to run online demo and it didn't work for me either I think this is some kind of IE security settings issue in Win 2003 Server.
Regards,
Sergey