I have tested things on XP and Vista and it is fine for me.
I did have a think and I might have worked out what is going on for you. Would I be right in guessing that you create DCs, which work fine, then to save them you go to File => Save ? If you do this then your DC will not work. You have to go to the component browser and save from there.
This is because when you access the Component Options you are only looking at the top layer component, in Component Attributes you see the top two layers. If your DC was saved within a model, when you import that model will be seen as a component containing the DC you were after.
If you saved within a model more than once, or put your DC within another component, then you would see nothing in Component Attributes.
You actually can alter the attributes of things beyond the first two layers, if you edit the component and select the Attributes from in there.
I think that is probably what is going on, but if not then maybe you could post an example of the problem that we can take a look at.