I have now found a solution.
I found it in another forum, where someone had problem to run another application through web. Strangely enough, that solution worked for me too.
- Click run
- enter dcomcnfg
- Browse your way to Component services>Computers>My Computer>DComConfig>
- Then find your application, in my case "CATIA Application".
- right click>properties
- Go to "Identity" tab
- Change the user who should run this application from "The launching user" to "The interactive user".
Now it works for me. I am still not able to catch the process (GetActiveObject) if I start it manually first. But at least the Service manage to start a new instance without any errors.
I think this can be helpful for a lot of people who come across this error message when trying to start an application from a Windows Service.