Well, using this article - http://groups.google.com/groups?q=opencolorprofile&hl=en&lr=&ie=UTF-8&oe=UTF-8&s
elmr9e8c9a.0111081307.3f7d6f81%40posting.google.com&rnum=5 , as a guide, I've got something that seems to work.  Obviously, I could clean up the code quite a bit (rename the class for gdisnot, add a whole lot of enums, etc.)  

But, I did want to post the code so anyone else could find it.  Here are the two classes.  One to wrap the GDI interop--gdisnot, and the main class to test the functions.  It seems to work fine.  (And, I can't get the tabs to show up here, so it's not the prettiest code. :)

 using System;
 using System.Runtime.InteropServices;
 namespace managedtest
 {
 [StructLayout( LayoutKind.Sequential, CharSet=CharSet.Ansi )]
 public struct tagPROFILE
 {
 public uint dwType;
 public string pProfileData;
 public uint cbDataSize;
 }
 public delegate bool ICMProgressProcCallback( uint ulMax, uint ulCurrent, int ulCallbackData );
 public enum BMFORMAT
 {
 //
 // 16bpp - 5 bits per channel. The most significant bit is ignored.
 //
 BM_x555RGB = 0x0000,
 BM_x555XYZ = 0x0101,
 BM_x555Yxy,
 BM_x555Lab,
 BM_x555G3CH,
 //
 // Packed 8 bits per channel => 8bpp for GRAY and
 // 24bpp for the 3 channel colors, more for hifi channels
 //
 BM_RGBTRIPLETS = 0x0002,
 BM_BGRTRIPLETS = 0x0004,
 BM_XYZTRIPLETS = 0x0201,
 BM_YxyTRIPLETS,
 BM_LabTRIPLETS,
 BM_G3CHTRIPLETS,
 BM_5CHANNEL,
 BM_6CHANNEL,
 BM_7CHANNEL,
 BM_8CHANNEL,
 BM_GRAY,
 //
 // 32bpp - 8 bits per channel. The most significant byte is ignored
 // for the 3 channel colors.
 //
 BM_xRGBQUADS = 0x0008,
 BM_xBGRQUADS = 0x0010,
 BM_xG3CHQUADS = 0x0304,
 BM_KYMCQUADS,
 BM_CMYKQUADS = 0x0020,
 //
 // 32bpp - 10 bits per channel. The 2 most significant bits are ignored.
 //
 BM_10b_RGB = 0x0009,
 BM_10b_XYZ = 0x0401,
 BM_10b_Yxy,
 BM_10b_Lab,
 BM_10b_G3CH,
 //
 // 32bpp - named color indices (1-based)
 //
 BM_NAMED_INDEX,
 //
 // Packed 16 bits per channel => 16bpp for GRAY and
 // 48bpp for the 3 channel colors.
 //
 BM_16b_RGB = 0x000A,
 BM_16b_XYZ = 0x0501,
 BM_16b_Yxy,
 BM_16b_Lab,
 BM_16b_G3CH,
 BM_16b_GRAY,
 //
 // 16 bpp - 5 bits for Red & Blue, 6 bits for Green
 //
 BM_565RGB = 0x0001,
 };

 /// <summary>
 /// Summary description for gdisnot.
 /// </summary>
 public class gdisnot
 {
 [DllImport("mscms.dll", SetLastError=true)]
 public static extern IntPtr OpenColorProfileA(ref tagPROFILE pProfile, uint AccessMode, uint ShareMode, uint CreateMode);
 [DllImport("mscms.dll", SetLastError=true)]
 public static extern IntPtr CreateMultiProfileTransform(IntPtr [] profiles , uint numOfProfiles, ref uint [] intents, uint numOfIntents, uint flags, uint indexPreferredCMM );
 [DllImport("mscms.dll", SetLastError=true)]
 public static extern bool TranslateBitmapBits(IntPtr pTransform, IntPtr inBuffer, BMFORMAT inFormat,
 uint width, uint height, uint stride,
 IntPtr outBuffer, BMFORMAT outFormat, uint outStride, ICMProgressProcCallback pfCallback, int CallBackParam);
 [DllImport("mscms.dll", SetLastError=true)]
 public static extern bool CloseColorProfile(IntPtr profile);
 [DllImport("mscms.dll", SetLastError=true)]
 public static extern bool DeleteColorTransform(IntPtr transform);

 }
 }
 using System;
 using System.Drawing.Imaging;
 using System.Drawing;
 using System.Runtime.InteropServices;
 namespace managedtest
 {
 /// <summary>
 /// Summary description for Class1.
 /// </summary>
 class Class1
 {
 /// <summary>
 /// The main entry point for the application.
 /// </summary>
 [STAThread]
 static void Main(string[] args)
 {
 IntPtr [] profiles = new IntPtr[2];
 tagPROFILE x = new tagPROFILE();
 x.dwType = 1;
 x.pProfileData = @"C:\Program Files\Common Files\Adobe\Color\Profiles\D60-linear-aboutdigicam.com.icm";
 x.cbDataSize = (uint)x.pProfileData.Length+1;
 profiles[0] = gdisnot.OpenColorProfileA( ref x, (uint)1, (uint)1, (uint)3 );
 int q = Marshal.GetLastWin32Error();
 x.pProfileData = @"C:\Program Files\Common Files\Adobe\Color\Profiles\Recommended\sRGB Color Space Profile.icm";
 x.cbDataSize = (uint)x.pProfileData.Length+1;
 profiles[1] = gdisnot.OpenColorProfileA( ref x, (uint)1, (uint)1, (uint)3 );
 Console.WriteLine( "Got D60 profile {0}", profiles[0] );
 Console.WriteLine( "Got RGB profile {0}", profiles[1] );
 Console.ReadLine();

 uint [] intents = new uint[2];
 intents[0] = 0;
 intents[1] = 0;
 IntPtr pTransforms = gdisnot.CreateMultiProfileTransform( profiles, 2, ref intents, 2, 3, 0 );
 q = Marshal.GetLastWin32Error();
 Bitmap bmpTemp = (Bitmap)Bitmap.FromFile( @"F:\Share\Photos\08_14\BobProcessed\CRW_2705.Jpg", false );
 BitmapData bd = bmpTemp.LockBits(new Rectangle(0, 0, bmpTemp.Width, bmpTemp.Height ), ImageLockMode.ReadWrite, bmpTemp.PixelFormat);
 bool success = gdisnot.TranslateBitmapBits( pTransforms, bd.Scan0, BMFORMAT.BM_RGBTRIPLETS, (uint)bd.Width, (uint)bd.Height,
 (uint)bd.Stride, bd.Scan0, BMFORMAT.BM_RGBTRIPLETS, (uint)bd.Stride, null, 0 );
 bmpTemp.UnlockBits( bd );
 bmpTemp.Save( @"F:\Share\Photos\08_14\BobProcessed\CRW_2705_1.Jpg", System.Drawing.Imaging.ImageFormat.Jpeg );
 gdisnot.CloseColorProfile( profiles[0] );
 gdisnot.CloseColorProfile( profiles[1] );
 gdisnot.DeleteColorTransform( pTransforms );
 }
 }
 }