First, I also own two Samsung HL-R series DLPs, and play on both.
Have you utilized the game mode feature? Game mode was added to later HL-R dlps to address the lag issue using component input. If yours has game mode, you employ it by renaming the input to GAME. I renamed any input I use for games to "GAME" just in case.
My TVs were both made around May '06 if that matters, and I know they both have the feature.
While I "think" I did notice lag using component in lag-sensitive games like COD3, Halo2, and Battlefield 2, I DO NOT notice any lag when using VGA or HDMI.
1080p, where marketing genius and science fiction collide!