@royce:
thnx for the hint. was not the solution but leaded me into light

Following the solution:
I found at HTTPRequestHandler that Silverlight does send an URI like "/clientaccesspolicy.xml" first, leading to a subsequent request to "/". On that first request I could deliver the well described, requested "clientaccesspolicy.xml" file and the problem was gone!
@alex:
I still have lots of dumps on program termination. I tested again, HTTP server (start/stop) commented out -> no dumps. HTTP server just started and stopped ->
Detected memory leaks!
Dumping objects ->
{535} normal block at 0x0084ED88, 32 bytes long.
Data: <TCPServer: 0.0.0> 54 43 50 53 65 72 76 65 72 3A 20 30 2E 30 2E 30
{534} normal block at 0x0084E480, 8 bytes long.
Data: < > B8 D6 84 00 00 00 00 00
{521} normal block at 0x0084DE70, 8 bytes long.
Data: < > E4 DA 84 00 00 00 00 00
{520} normal block at 0x0084DC18, 8 bytes long.
Data: < > CC DA 84 00 00 00 00 00
{454} normal block at 0x0084DAA8, 144 bytes long.
Data: < v @ > F4 76 C6 01 01 00 00 00 40 D7 84 00 00 00 00 00
{453} normal block at 0x0084DA68, 4 bytes long.
Data: < > 01 00 00 00
{452} normal block at 0x0084DA18, 16 bytes long.
Data: < | @ H > 90 7C C6 01 40 D7 84 00 80 48 97 00 88 D8 84 00
{451} normal block at 0x00974880, 4 bytes long.
Data: < > 02 00 00 00
{450} normal block at 0x0084D9B8, 32 bytes long.
Data: <%Y-%m-%d %H:%M:%> 25 59 2D 25 6D 2D 25 64 20 25 48 3A 25 4D 3A 25
{449} normal block at 0x0084D970, 8 bytes long.
Data: < > CC D8 84 00 00 00 00 00
{448} normal block at 0x0084D928, 8 bytes long.
Data: < > 9C D8 84 00 00 00 00 00
c:\fle\test\httptests\httptests\httptests\httptestsdlg.cpp(108) : {447} normal block at 0x0084D888, 100 bytes long.
Data: < S b > B8 E1 BE 01 D4 53 C6 01 8C D8 84 00 FE E8 62 01
{446} normal block at 0x0084D840, 8 bytes long.
Data: < > 80 D7 84 00 00 00 00 00
{445} normal block at 0x0084D7F8, 8 bytes long.
Data: <` > 60 D7 84 00 00 00 00 00
c:\fle\test\httptests\httptests\httptests\httptestsdlg.cpp(108) : {444} normal block at 0x0084D740, 120 bytes long.
Data: <\S > 5C 53 C6 01 02 00 00 00 80 96 98 00 00 00 00 00
c:\fle\test\httptests\httptests\httptests\httptestsdlg.cpp(108) : {443} normal block at 0x0084D688, 120 bytes long.
Data: <xD C 8 > 78 44 C6 01 BC 43 C6 01 38 D6 84 00 A8 DA 84 00
{440} normal block at 0x0084D638, 16 bytes long.
Data: <dm , > 64 6D C6 01 01 00 00 00 2C 01 00 00 01 CD CD CD
Object dump complete.
The thread 'Win32 Thread' (0x1490) has exited with code 0 (0x0).
The program '[5776] httptests.exe: Native' has exited with code 0 (0x0).
Regards
Thomas