It is nearly impossible to diagnose this without looking at your code. Usually you get this if the COM objects (i.e. arcobjects) do not shutdown in the proper order. And with how .NET does garbage collection you cannot guarantee the order that the COM object will be shut down.
A way to circumvent this is to place the following code when you don't need an object any more:
System.Runtime.InteropServices.Marshal.ReleaseComObject(<object>);
I usually put this in a finally block wherever I create and use Cursor objects. Just setting them to null is not enough.
Note that there are other objects that use cursors in a hidden manor, like IFeatureClass and any IEnum... classes that could benefit from the ReleaseComObject function.
ESRI has also created a function:
ESRI.ArcGIS.ADF.COMSupport.AOUninitialize.Shutdown();
which you can put as one of the last statements in your close scripts and it does reasonably well - but not perfect - at preventing this error.
I hope this helps.
Good Luck,
Brent Hoskisson
