Async calls from a hosted control?

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I have a .NET control that calls a .NET Web Service to do its work.
They are both written on the 2.0 .Net Framework Beta2. My control
makes Async calls to the web service. This seems to work ok when the
control is running in a win form app. But, when I put the control into
a web page (using the object tag), I never get the event from the Async
method completed.

Does anyone know why the callback would not work when the control is in
a browser? (note: it is still a win form control, this is not ASP. It
is just using the browser to download the control from a web server,
and then running inside the brwoser). I used TDIMon to look at the
messages being sent, and when it runs in an EXE, I get
TDI_SEND TCP:0.0.0.0:3378 130.211.4.176:80 SUCCESS-425 Length:387
TDI_EVENT_CHAINED_RECEIVE TCP:0.0.0.0:3378 130.211.4.176:80 DATA_NOT_ACCEPTED-424 Length:1460
Flags: LOOKAHEAD DISPATCH
TDI_RECEIVE TCP:0.0.0.0:3378 130.211.4.176:80 SUCCESS-426 Length:4096
Flags:

When it is run in the browser I get:
TDI_SEND TCP:0.0.0.0:3376 130.211.4.176:80 SUCCESS-36 Length:363
TDI_EVENT_CHAINED_RECEIVE TCP:0.0.0.0:3376 130.211.4.176:80 PENDING Length:1460
Flags: LOOKAHEAD DISPATCH
TDI_EVENT_CHAINED_RECEIVE TCP:0.0.0.0:3376 130.211.4.176:80 PENDING Length:494
Flags: ENTIRE_MESSAGE LOOKAHEAD DISPATCH

Any help?

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