We have included hotfix KB 967765 (http://support.microsoft.com/kb/967765) in Biztalk 2006 R2 SP1. This hotfix addresses the issue in BAM where an activity does not track the first message of a batch. This hotfix addresses the problem only in case of XML DASM and does not track the first message of a batch when using FlatFile DASM. This is not a regression per se, but is not a complete fix either as it does not address all scenarios. We have identified the root cause of the issue and have a new fix in the works. We should be releasing this new updated fix by next week (2/15).
I will update this thread once we have the final fix avaialble for download.
Fix for this is included in CU1: