You really want to download and read http://www.gotw.ca/publications/C++CLIRationale.pdf. It's 54 pages (just under 2 MB) of WHY the C++/CLI product is the way it is. Why isn't it a library? (Because the compiler really needs to be in on what you're doing to hook in the runtime support properly.) Why doesn't it use underscores? (Because programmers hated them.) You don't have to be a compiler-writer to follow the rationales laid out here. It provides some interesting insight into the way the standards process works and the way that decisions get made by a team or by one person who is strongly committed to "doing it right this time." However this is no dry committee report or academic paper: you will find the word "I" throughout the paper, along with anecdotes about conversations, code written out quickly to help guide a decision, and other vignettes that make this must reading for all we C++ people.
Some quotes (words outside "" or in  are mine, not Herb's):
The paper closes with an FAQ that includes questions I can only describe as rude. I am guessing that Herb has been patiently answering these in email and at meetings for many years now.
If you still aren't really clear on WHAT the C++/CLI version of C++ is, what happened to the underscores, or how C++ can be the best .NET language of all (offering features C# and VB just cannot offer) then this paper might not be the place to start, since it's not a syntax review or a tutorial. But then again, maybe understanding the WHY will motivate you to go and learn the WHAT. And if you want more WHY, the paper is liberally sprinkled with links to blog entries by Herb and Brandon (mostly in 2003) with even more details.
Go! Read it, now!
Click Start a FREE 10-Day trial