Maintain State DLL

I have a third party component that accesses the mail server(API'ish), currently what I am doing is using an ASP web page to create an instance of this DLL.
Each time the web page is assessed it must create a new instance of this component which means restablishing the connection(logging in) before it requests the mail. This is consuming.
I want to log in once and never again, so what I want to do instead is create a Visual Basic DLL that holds the project in state so that each time the ASP page is called it inturn calls the VB DLL,
it will make an instance of the third party mail component and the VB DLL will stay in memory always maintaining the connection.

SO, what I really need to know how to do is, create a VB component that will stay in memory, so that the first time an instance of it is created it connects(logs in) to the third component and any subsequent request for mail will only have to call the request mail function because it will already
hold the connection.

Thanks for your suggestions.

-src

Isn't it possible to use the globals.asa file to instaniate this COM server instance when the web server starts and keep it in memory?