ASynch delegate / Invoke is freezing application after windows is locked.

no change

Remove Invoke/BeginInvoke call from asynchronous callback. Does the program freeze now?
Add a lot of Trace.WriteLine calls to all suspicious functions, specifically, all functions working with asynchronous delegate, Invoke/BeginInvoke call and UI callback function. It can look like this:

void DoSomething()
{
    Trace.WriteLine("DoSomething started");

    Trace.WriteLine("Call BeginInvoke");
    form.BeginInvoke(...);
    Trace.WriteLine("BeginInvoke returned");

    ...
    Trace.WriteLine("DoSomething started");
}
...

Run DebugView and your program, reproduce the bug and see what call doesn't return in the DebugView. This should happen in some function running in the main application thread which is responsible for GUI update. Having this information, you can detect deadlock reason.

I completely got rid of the callback function - now I just have 4 delegate.begininvokes (and no form.Invoke or form.BeginInvoke).  I put traces before and after each one.

Everything run 100% as expected, as it did before.  The same problem stil exists though, which is that after locking windows, and unlocking it (logging back in), my application is now completely frozed, won't accept any input, can't re-paint, etc.

This is what the delegates getting called looks like, in case it will help at all.

                lc = New LoadCustomerDelegate(AddressOf HighLightsPanelClass.GetInstance().LoadCustomer)
                Trace.WriteLine("start 1")
                lc.BeginInvoke(oCust, Nothing, Nothing)
                Trace.WriteLine("end 1")

                lc = New LoadCustomerDelegate(AddressOf AccountsPanelClass.GetInstance().LoadCustomer)
                Trace.WriteLine("start 2")
                lc.BeginInvoke(oCust, Nothing, Nothing)
                Trace.WriteLine("end 2")

                lc = New LoadCustomerDelegate(AddressOf CreditDocumentsPanelClass.GetInstance().LoadCustomer)
                Trace.WriteLine("start 3")
                lc.BeginInvoke(oCust, Nothing, Nothing)
                Trace.WriteLine("end 3")

                lc = New LoadCustomerDelegate(AddressOf NotesPanelClass.GetInstance().LoadCustomer)
                Trace.WriteLine("start 4")
                lc.BeginInvoke(oCust, Nothing, Nothing)
                Trace.WriteLine("end 4")

So, the reason is in the delegate.begininvoke stuff. Please show your code which causes this behavior.
You can continue this investigation commenting off different code lines until you detect exact action which causes program freezing.

I don't see how this can be a regular code exception - the code does what it's supposed to.  This problem only occurs when I lock my OS.  Has anyone seen this behavior before?

What is oCust?

Just a business layer object.  Again, this method works perfectly until I like windows.  Nothing is null, or anything like that.

Screw it, I moved the code to a regular thread, hit start, and it works fine now.  If anyone else can think of why this was happening I'd be happy dole out the points, if not I'll split them between you two.