Are you putting the characters on the web? If so, how are you allowing the user to download the objects.
One problem I am having is that when I include the object reference in the web page, it is SSSSLLLLOOOOWWWW (especially with modem connections). The user has to download the msagent, character, and speech dlls. I have seen a website that allowed the user to download everything first. This seems ideal.
The other problem that I was having is that sometimes the auto download of the objects work(fast connections) and sometimes agent just hangs(slow connection) after it downloads.