Since you did not provide any details (such as MSXML version) or code snippets on what exactly you are doing, we are just guessing and here are some links that might help you:
PRB: Mixing Different Versions of MSXML DOM Objects Is Not Recommended (Q284856): The Microsoft XML (MSXML) Document Object Model (DOM) objects exposed by the MSXML parser can be used to programmatically create, load, and manipulate XML documents. Avoid mixing DOM objects from different versions of the MSXML parser because it is not a recommended coding practice. If you attempt to mix different versions of the MSXML DOM objects while programming the DOM, one of the following error messages appears:
Run-time error '-2147024809(80070057)': The parameter is incorrect
Run-time error '-2147467262(80004002)': No such interface supported
PRB: XML DOMDocuments Created in Separate Processes Cannot Be Combined (Q251246): If you create an XML document in one process, pass that XMLDOMDocument to another process (say, for example, an Microsoft Transaction Server component), and try to create a new XML DOMDocument using a node or element from the first XML document, you will receive this error message:
Run Time Error -2147024809 (80070057) The parameter is incorrect.
INFO: List of Issues Fixed in Microsoft XML 3.0 Service Pack 2 (Part 3 of 4) (Q308565): BUG: ServerXMLHTTP setOption(1, true) does not work when the URL has special characters Setting the SXH_OPTION_ESCAPE_PERCENT_IN_URL option to True by using the setOption method should allow the percent (%) character to be escaped. However, when this option is set and the URL string contains a percent (%) symbol, you may receive the following error message:
msxml3.dll: The parameter is incorrect
If the above does not help, send an email to [email protected] with the details on what you are doing, which version of MSXML is being used and some code snippets and we'll look into it.