I had the same problem, in my case I wanted a screen overlay, but when I locked the object to the screen it disapeared, so I gave up and used this instead (and before anyone posts, I had the minimum camera range at 0.001 and the plain 2 units ahead of me and it still didnt show when locked)
(object 1 is the plain in this example)
position object 1,camera position(x),camera position(y),camera position(z)
set object to camera orientation 1
move object 1,2
and did this every loop, it didn`t affect the framerate (ie it made less than 1fps difference) so it`s an acceptable workaround.
Mentor.
PC1: P4 hyperthreading 3ghz, 1gig mem, 2x160gig hd`s, Nvidia FX5900 gfx, 6 way surround sound, PC2: AMD 2ghz, 512mb ram, FX5200 ultra gfx, stereo 16 bit soundblaster.