Hi, again it's me.

Here is another attemp that failed but in a much nicer way:) This time
my function pointer cast is a used trick, which should work.

Now, I do have an exception at least : Cannot pass a GCHandle across
AppDomains.

// NO CLR

class CBase;
typedef void(CBase::*FP)(LONG _param1, LONG _param2, BYTE* _pData);
class CBase
{
public:
  FP JobDoneCallBack;
  CBase(){}
  ~CBase(){}
}

class CNative: public CBase
{

private: void JobDone()
  {
     for(iter i = m_Jobs.begin();i!=m_Jobs.end();++i)
     {
        // THIS->* is required, and I dont know why, CBase::* does not
work either
        if(CBase::m_JobDoneCallBack!=NULL)
           (this->*m_JobDoneCallBack)(i->param1,i->param2, NULL);
     }
  }

};

// CLR

delegate void Handler(LONG _param1, LONG _param2, BYTE* _pData);

class CDerived: CBase
{
private:
  CBase* m_pSource;
  gcroot<Handler^> m_Event;
public:
  CDerived(CBase* _pSource, Handler^ _event)
  :m_pSource(_pSource),m_Event(_event)
  {
     m_pSource->JobDoneCallBack = static_cast<FP>(&CDerived::Raiser);
  }
private:
  void Raiser(LONG _param1, LONG _param2, BYTE* _pData)
  {
     // THIS IS WHERE THE EXCEPTION OCCURS
     // Cannot pass a GCHandle across AppDomains.
     m_Event->Invoke(_param1, _param2, _pData);
  }

}

ref class Managed
{

private: CNative* m_Unmanaged;
private: CDerived* m_Raiser;

private: void Celebrate(LONG _param1, LONG _param2, BYTE* _pData) {
  // Invoke a nice event
  }

public: void DoIt() {
   // REGISTERING FOR EVENT
   m_Raiser = new CDerived(m_Unmanaged,
                                                  gcnew
Handler(this,&Managed::Celebrate));
  m_Unmanaged->DoYourJob();
  }

};

Thanks to everyone who has read the entire code:) As always, your
thoughts are really appreciated.