Documentation "MigrationManager_8.6_SysReqAndAccessRights.pdf" in part "Set DCOM Privileges Manually" has instructions and screenshots how to set DCOM permissions manually on server 2003.
How can one "Set DCOM Privileges Manually" on a Server 2008?
Procedure for Windows Server 2008:
1. Log on as an administrator or a member of the Administrators group, and run the Component Services on each computer that has Migration Manager for Exchange agents installed. To do this, click Run on the Start Menu, type dcomcnfg, and then click the OK button.
2. Browse to My Computer node and open Properties. See screenshot 1.
Official Change Request ST70522 has been created.