blocking Control

I'm planning on implementing a (Bonobo) Control that may block. The
blocking time is completely dependent on the individual system/user setup,
could be 'instant', could be 5 seconds or more.

So, my question for the experts is whether this control should be provided
through a shlib or exe factory?

shlib may require apps using the control to implement threading so the
rest of the app doesn't block.
But, it is extremely likely that there will be multiple requests coming in
from one or more apps so if it was an exe, then I may need thread it.
So, any suggestions on which method is 'best'?

Thanks, please CC