Ah, yes - good point! The DTC seems to be up'n'running, but I can see some logs in the event viewer, that the DTC had stopped a transaction..and that prior to that, there had been some memory allocation issues.
Hmm, can see I need to learn stuff about the DTC - I'm a complete newbie on that part, so I don't get why it bothers with my delete statement, that I ran in the query window of management studio without a "begin transaction"