I am developing OPC Client in windows C#. I have developed the code and reading OPC Items on Sampling as well as event based (OnDataChange). When I am working with local mac
The issue usually is that when you use Advise(), the server will make a DCOM connection back to the client (standard DCOM connection points). The client needs to be set up properly to allow this to happen (i.e. the right security settings to allow the server to execute code on the client).
You should read this page: http://www.softwaretoolbox.com/xpsp2/, it covers a lot of recommendations on how to set up DCOM properly for OPC usage. There are a lot of security concerns here. The Software Toolbox site has a lot of great information (and videos too). If you are still having trouble getting it to work, I recommend investing in an OPC tunneling product that will allow you to do remote OPC without having to jump through all the DCOM loops.
You don't have to be using OPCDA.NET to have the same issue. You can use any OPC client and get it working first with your remote server, then focus on figuring out how to get it all hooked up in OPCDA.NET. I recommend OPC Quick Client (comes with Software Toolbox TOP Server demo).