If you want to call a static function, pass 0 and the address of your static
function as the constructor arguments. Your may work, but it is misleading:

pTheStaticDelegate = new CallBackDelegate(GetType(),
&Form1::TheStaticCallback);

Don't pass GetType(), but 0.

To call a nonstatic method pass a reference to the target object and the
address of the constructor arguments:

pTheDelegate = new CallBackDelegate(this, &Form1::TheCallback);

where this is a reference to the form in your case.

Here is some more general code that shows how to call static and nonstatic
functions via delegates:

<code language="MCPP">
#using <mscorlib.dll>
using namespace System;

__delegate void DoSthDelegate();

__gc class Target {
public:
 void DoSth() { Console::WriteLine("DoSth called"); }
 static void DoSthStatic() { Console::WriteLine("DoSthStatic called"); }
};

int main() {
 DoSthDelegate __gc* d1 = __gc new DoSthDelegate(0, &Target::DoSthStatic);
 d1->Invoke();
 Target __gc* pT = __gc new Target;
 DoSthDelegate __gc* d2 = __gc new DoSthDelegate(pT, &Target::DoSth);
 d2->Invoke();
}
</code>