Tonight i was working on my project's middletier using DataSnap and i decided to add a new Transactional Data Module, perfect, i click on File / New / Other and select the MultiTier tab... ooops, it only says Remote DataModule!!!
Where is my Transactional Data Module!! Well, it seems that the Wizard didnt make it for the official Delphi 2006 release (as i said officially), BUT... after a quick "let me ask Mister Google" i found this good entry on Borland's Chris Bensen blog. Good stuff it is there, notice that you will have to enter "both" (Free) in the component factory section if you want to specify support for both Single and Apartment Threading Models, the option in the wizard only offers Single or Apartment.
Anyway it seems that Delphi 2006 supports them fully and there is no problem with it. (We already deployed our newly D2006 compiled modules).
Another way to do it is just to open your project with Delphi 7 and add the transactional data module, save, close and go back to D2006. (Hey, i still use the D7 help file :P)