I have a managed wrapper class that has a delegate to be called from
unmanaged code:

public ref class CmmMessageCallbackWrapper
{
private:
  delegate void InternalMessageDelegate( void*,
CmmService::Message::CMessage* );
public:
  CmmMessageCallbackWrapper()
  {
     _InternalMessageCallback = gcnew
InternalMessageDelegate(this,&CmmMessageCallbackWrapper::InternalMessageCallback);
  }
  void* GetPtrCallback()
  {
     return
(void*)System::Runtime::InteropServices::Marshal::GetFunctionPointerForDelegate(_InternalMessageCallback);
  }
private:
  void InternalMessageCallback(void* pData,
CmmService::Message::CMessage* pMessageData)
  {
    return;
  }
  InternalMessageDelegate^ _InternalMessageCallback;
};

I then setup my unmanaged callback as follows:

bool CMyManagedClass::CallUnmanaged()
{
    CmmMessageCallbackWrapper^ Wrapper = gcnew
CmmMessageCallbackWrapper();
    FN_MESSAGE_CALLBACK pfnCallback = (FN_MESSAGE_CALLBACK)Wrapper-

    return _pUnmanagedObj->CallFuncWithCallback(pfnCallback);
}

GetPtrCallback() returns the marshalled function pointer. Problem is
in a release build the callback causes a crash, in debug it is fine.

The only thing I can think of is the 'Wrapper' is garbage collected
before the delegate is called.

Help and advice greatfully received. I'm stuck.