Hi Sergey,

After a week of a lot searching and investigation I found a solution for the problem. It ended up with really a problem of a to little stack. The default stacksize of an .exe is 1MB, the size of the stack is located in the header of the .exe file. There are some tools to view and edit an .exe or .dll file.
These tools are located in the /Bin subdir in the MicroSoft Visual C++ dir. With DumpBin.exe you can view the header of an file, with EditBin you can edit the header of an file.
View example:
DumpBin /ALL /OUT:
Edit example I use: (I made the size of the stack 2MB)
EditBin /STACK:2097152

Of course you can view the other parameters with dumpbin /? and editbin /?
I found this at: http://www.compaq.com/fortran/visual/faq.html

This information maybe useful for others, so I put it here, but be careful with it. I don't have to tell you to reserve a 1GB stacksize :-)
Naturally I don't like this solutions, I'm still going to ask our third party dll builder why we need to enlarge the stack.