Sorry, I got confused with GeoprocessorClass which is a com class, Geoprocessor is a .net class. The first is part of ESRI.ArcGIS.Geoprocessing, the latter is part of ESRI.ArcGIS.Geoprocessor. Running SP3 with framework 3.5, I didn't get an error just creating an instance of the class and letting it go out of scope... I haven't used the Geoprocessor class since 9.2. Could be a bug at 10 SP2. I always use the GeoprocessorClass, the example seem written for this class (I believe it was new to 9.3.)