OK, here it is a sample complete code that illustrate the problem :

1) IprWrapper.h + IprWrapper.cpp in a C++ dll project

// IprWrapper.h

#pragma once

using namespace System;

namespace IprWrapper
{
#pragma once

using namespace System;
using namespace System::Runtime::InteropServices;
__gc public class SerialBuffer
{
private:
    unsigned char    __nogc*_buffer;
    short            _bufferNr;
    bool            _isUsed;
    int                _length;

public:

    SerialBuffer (short bufferNr);

    __property bool get_IsUsed ()
    {
        return _isUsed;
    }

    __property void set_IsUsed (bool value)
    {
        _isUsed = value;
    }

        __property short get_BufferNumber ()
    {
        return _bufferNr;
    }

    __property void set_BufferNumber (short value)
    {
        _bufferNr = value;
    }
};

//----- class TrspPortManaged  -----------

__gc public class TrspPortManaged
{
public:
    static const short BufferSize = 16;
    static const short NbSerialBuffers = 128;

    TrspPortManaged ();

private:
    SerialBuffer        *_buffers [];
};
}

// IprWrapper.cpp

#include "stdafx.h"

#include "IprWrapper.h"

namespace IprWrapper
{

TrspPortManaged::TrspPortManaged ()
{
    _buffers = new SerialBuffer *[NbSerialBuffers];
    SerialBuffer *sb;
    for (int i = 1; i <= NbSerialBuffers; i++)
    {
        sb = new SerialBuffer (i);
        _buffers [i - 1] = sb;
    }
}

// SerialBuffer class

SerialBuffer::SerialBuffer (short bufferNr)
{
    _buffer = new unsigned char [TrspPortManaged::BufferSize];
    IsUsed = false;
    _length = 0;
    BufferNumber = bufferNr;
}
}

2) A simple C# windows application, using the C++ dll (project reference)

private void Form1_Load(object sender, System.EventArgs e)
{
 IprWrapper.TrspPortManaged transport = new IprWrapper.TrspPortManaged ();
}

The problem is that, in the TrspPortManaged constructor, in the for loop,
sb->_buffer is changed  (from 0x07512d40 to 0x00000000) when the following
line is executed :
 _buffers [i - 1] = sb;

Usually, the first iteration works, the second fails.

Thanks in advance for your help.

Droopy.