At the blog #region /* mads's thoughts */ an important article is found called "COM objects need tight leash". It gives an example of increasing memory usage when working with the SharePoint object model and th Office interop components.

In that case it seems that the Garbage Collector was cleaning up the managed references which were wrappers around COM objects and these COM objects were not cleaned up.

I have had a similair problem in the past writing wrapper classes in C# around C++ unmanaged code. The unmanaged code was not cleaned up by the garbage collector ofcourse and you had to do that yourself.