>I want to write a COM component with VB that will share some data between clients.
>Ex:
>1- App 1 call Component and set variable Foo to 10.
>2- App 2 call Component and retrieve variable Foo and get 10 witch was set by App 1.
>
>
>I know that the component must be an out of process component (EXE).

You're on the right way. The component must be ActiveX EXE. In that component, add a standard module in which you will define a public (or a friend) variable/property.