Thanks for the System::Char pointer.

Interestingly the uncommented line gives my desired effect. The
commented line gives the same result as previously.

Can anyone enlighten me?

{
       unsigned int checksum = 0;
       System::Char checksum_string[2];
       System::String^ message;

       for(int i=0; i<stuffed_message->Length; ++i)
       {
               checksum += stuffed_message[i];
       }
       checksum_string[0] = (checksum>>8)&0xff;
       checksum_string[1] = checksum&0xff;

       //message += checksum_string[0] + checksum_string[1];
       message += "" + checksum_string[0] + checksum_string[1];

}

I think I may have answered my own question in looking at these two
lines again. The + in the commented line performs an arthimetic
addition on the 'Char' values which is why I get "156" and not "0156"
for the binary checksum (expressed as hex) 0x009C. And in the
uncommented line the empty string forces the + to be consider as a
string concatenation.

This still leaves me with when does a value get converted to a text
string and when does it remain it's original value?

The following also gives my desired result. Not that I think it sheds
any further light on it for me.

       message += checksum_string[0];
       message += checksum_string[1];

and

       message = message + checksum_string[0] + checksum_string[1];