I have a problem with keyboard navigation using winforms and an MFC based
host application.  Do you see any problems calling PreProcessMessage as a
work around?

Here is the solution I came up with:

// override CWinApp::PreTranslateMessage
bool HandleMessage(MSG* pMsg);
BOOL CMfcHostDialogApp::PreTranslateMessage(MSG* pMsg)
{
    if (HandleMessage(pMsg))
        return TRUE;
    return CWinApp::PreTranslateMessage(pMsg);
}

// attempt to handle messages for managed controls
using namespace System;
using namespace System::Windows::Forms;

bool HandleMessage(MSG* pMsg)
{
    if (pMsg != NULL && pMsg->hwnd != NULL)
    {
        Control^ control = Control::FromHandle(IntPtr(pMsg->hwnd));
        if (control != nullptr)
            return control->PreProcessMessage(Message::Create(IntPtr(pMsg->hwnd),
pMsg->message, IntPtr((void*)pMsg->wParam), IntPtr(pMsg->lParam)));
    }
    return false;
}

// end sample code

I can send a full sample solution if necessary.