Ok, looks like an [out] is simple:

int nStrLen = x;
IntPtr ptrOut = Marshal::AllocHGlobal( nStrLen * sizeof(char));
GetString( (char*) ptrOut.ToPointer(), &nStrLen);
Marshal::FreeCoTaskMem(ptrOut);

This is working fine for me.  The problem I am having now is the
[in, out].  There is another method that one of the three
parameters which is an in/out is the username.  The size of the
username buffer must the full length possible for a username in
this app.  The API call might prompt the user and the user might
change the username, so the new username is returned in the same
string that was passed in.  Crasy, but that is what I have to work
with.  Here is my best guess, which is blowing up when I call Free
the memory:

StringBuilder * outUser = new StringBuilder( user, USER_LEN+1);
IntPtr ptrUsername = Marshal::StringToHGlobalAnsi(outUser->ToString());
// I don't know if the pin is really needed, but it compiles
char __pin* pszUsername = (char*) ptrUsername.ToPointer();

login( pszUsername, ...);

String * strUser = Marshal::PtrToStringAnsi(ptrUsername);

Marshal::FreeCoTaskMem(ptrUsername);

To tell the truth, the username is freed without any problems, it
is the parameter after it, which is also a [in, out] char* that
blows chunks (unhandled exception) when calling
Marshal::FreeCoTaskMem().

Any thoughts?

Sam