I am calling an unmanaged funtion [1] like this [2] and it works but I am
worried that I should be freeing memory allocated to the IntPtr - should I,
and if so, how?

[1]
DWORD GetID(PBYTE* ppbID, LPDWORD pcbID);

[2]
[DllImport(dllName)]
private static extern uint GetID([Out] out IntPtr ppbID, [Out] out int
pcbID);

public static byte[] GetID()
{
   IntPtr pID;
   int length;

   GetID(out pID, out length);

   // Create array
   byte[] id = new byte[length];

   // Copy contents
   Marshal.Copy(pID, id, 0, id.Length);

   return id;
}