Hi, thanks for posting!
Often the 'Copy Referenced Assemblies to workspace' setting needs a reset of the engine before it properly takes effect, so it's possible that this configuration setting has solved the problem you described.
The C++ error you're receiving looks like it's probably due to an 'implicit' reference to a TLB, likely on a relative path. Check through your .proj file for any relative references to MSO.TLB and make sure you've included them in your 'Additional files to include'. Something that often helps with this is right-clicking on the project that has failed to build, then choosing Advanced->Browse to workspace, and having a look through the workspace that NCrunch has constructed. It's even possible to run a command line MSBuild against the .proj file that NCrunch has generated in the workspace, which can help with analysing issues. Easily 90% of all first time problems with NCrunch can be solved through the 'Copy referenced assemblies to workspace' option and the 'Additional files to include', the tricky thing is often identifying the files that need to be included.
To answer your question about the CPUs used for building, NCrunch can't stop Visual Studio from using all CPUs in a Ctrl+Shift+B, as most of the work done for this happens in an external process (msbuild.exe + csc.exe). Generally where you'll notice differences in performance around Visual Studio builds is when you're running tests that make heavy use of the file system - as file system IO is often a bottleneck and is heavily loaded by MSBuild.
I hope this helps!
Cheers,
Remco