COM programming: maintaining a constant state to accept data

[Confuse]

Hi, I figured this would be a better place to post my question then the visual C++ forums now that I think about it.

So in a nutshell, I've been trying to write a C++ application that can send soap messages to a server, which sends a reply in the form of a soap message. So far I have accomplished this synchronously (instantly) but I am having trouble doing it asynchronously (holds the data for a while, then sends after a while). I think the only way to do this is to somehow have COM programming that is in a constant state to accept data, a good analogy to me would be like instant messanging where a message isnt sent back instantly, but whenever its ready.

Heres how the jist of my code(C++) goes whenever I use COM:

HRESULT hr = CoInitialize(NULL);
CHECK_HR(hr);
...blah blah blah...
CoUninitialize();

I guess I'm wondering.. does anyone know what I'm supposed to do to keep the application in a state of "you can send me the responses anytime."? I get so confused by COM programming : (

Thanks for taking a look, to those who do, any reply is welcome.