I need to call methods of a C# dll on a "Pocket PC 2003 Device". We
are using Embedded Visual C++ 4 and the wxWidgets framework. The
challenge is calling the C# dll from Embedded Visual C++. Since the
methods accept C# arguments such as System.String, System.Int32, or
user defined C# types like MY.SDK.AlarmFilters . I need to know how to
convert C++ type to does C# types. Also to convert them back.

To get started go here:
http://www.wxwidgets.org/wiki/index.php/Developers_Notebook-WxWinCECompiling
and follow instructions "Compiling wxWinCE for Windows CE 4.x". You
need to compile for the "Pocket PC 2003 Emulator".

After compiling wxWidgets over-write the file
\wxWidgets-2.6.3\samples\minimal\minimal.cpp with the this minimal.cpp
( http://fwhome.gotdns.com/~arezafar/minimal.cpp ) and follow the TODO
notes in the code.

Our goal is to use the methods of C# dll so if there are better means
of doing this we are open to that. We have already  considered and
dismissed wx.NET since it has not been tested on the embedded
platform.

Here are couple of more resources:
http://wxforum.shadonet.com/viewtopic.php?t=6497&highlight=system+string
http://p2p.wrox.com/topic.asp?TOPIC_ID=16672
http://www.pcreview.co.uk/forums/thread-1428079.php
http://groups.google.com/group/microsoft.public.dotnet.general/browse_thread/thread/bb1310255cabab30/3a98bcfc17fee9d2?lnk=st&q=c%2B%2B+%22System.string%22&rnum=20&hl=en
http://msdn2.microsoft.com/en-us/library/system.string.aspx

Please provide step-by-step instructions on how to do this. I would
test the proposed answer before accepting it.