DCOM questions/problem often come up as a source of problem Jenkins environments. We recommend that CloudBees Jenkins Enterprise customers NOT use the DCOM-based "managed agent" for Windows build executors, but instead use executors configured with Java Web Start (jnlp).
The DCOM protocol is tricky to configure for Jenkins to remotely control a Windows node. The Jenkins Wiki explains various configuration steps required to let Jenkins controllers take control over a Windows instance, which highly depends on actual Windows system version and kernel architecture (32 vs 64 bits). Community users reported various recipes to make this work, creating some keys in windows registry or using some advanced options. The impact on Windows host security is not clear, and the various custom steps make it hard to automate Windows agent deployment and management.
We instead recommend the use of Java Web Start (jnlp) for Windows build executors. This protocol is established from an agent, without any requirement for security customization on Windows. The Web Start launcher lets you install the jenkins agent as a service, resulting in a very comparable setup.