Sanz,
1. VO's are not meant to be used in component diagrams. They are useful in sequence diagrams.
2. I have never seen anything but dependencies amongst components. Remember that most components have a facade as a link to the outside world. This facade will only ever be a dependency, as it delegates work to other classes in the package.
Ray
SCJP, SCWCD, SCBCD,
SCEA (part 1), IBM-484, IBM-486