I enjoyed reading your article. It was very straight forward. I tried rebuilding your demo using the windows applications templates.
Instead of building the Managed application using Smart Device Appication wizzard, I chose C# Windows Application wizzard.
Instead of building the unmanaged project using the WCE Dynamic-Link Library eMbedded Visual C++ 4.0, I chose Win32 Project wizzard setting the wizzard to build Dynamic-link library that exports all symbols.
I followed the rest of your instructions exactly. I feel that I reduplicated your managed C# / Unmanaged eMbedded C++ application to a Managed C# / Unmanged C++ application. When I execute this application, I get the following exception:
An unhandled exception of type 'System.DllNotFoundException' occurred in Managed.exe
Additional information: Unable to load DLL (Unmanaged.dll)