First make a double-pointer:

int** iDArr;

Then allocate enough memory for the first dimension of pointers:

[code:1:7281b13e40]iLengthD1 = 5;  // The first dimension's size
iDArr = (int**)malloc(sizeof(int*) *
iLengthD1);[/code:1:7281b13e40]

Then allocate memory for the second dimensions:

[code:1:7281b13e40]iLengthD2 = 4;  // The second dimension's size
for (int i = 0; i < iLengthD1; i++)
{
   iDArr[i] = (int*)malloc(sizeof(int) *
iLengthD2);
}[/code:1:7281b13e40]

Then reference a cell like normal:

[code:1:7281b13e40]iDArr[2][3] =
6;[/code:1:7281b13e40]

Just don't go there. I've been down that road and it's a complete dead end.
Keep it in C#, and use unmanaged DLLs if you need raw c++ code.

In the syntax supported by VC7.0 and VC7.1, there is no direct translation.
In the new C++ syntax that is included with VC8.0 (Codenamed Whidbey, and
going into Beta this summer), the syntax is as follows:

 array<array<int>^>^ params = gcnew array<array<int>^>(length);

Hope that helps!

You are trying to create a Jagged array in Managed C++
Unfortunately they are not supported, please see http://support.microsoft.com/?id=814058
They are supported in the next release of the managed C++ tools however
I created a small C# assembly to handle just this sort of thing.