Recently, a reader asked "Do you know if Managed C++ can work with Managed DirectX9? I see lots of examples of C# with Managed DirectX but it seems if I want to use C++, I have to use unmanaged C++ with COM... I’ve spent the last six months learning Managed C++ and want to use that knowledge and not have to learn C#."
It certainly seemed logical that C++ and DirectX would play well together, but I couldn't find anything obvious, so I went to the source: the C++ team, who pointed me to Tim Miller, who implemented the Managed DX9 layer. He assured me it does work, though with an oddity or two, and pointed me to a blog entry of his on the topic: http://blogs.msdn.com/tmiller/archive/2004/10/05/238317.aspx.
If you're a Managed DirectX person, and a blog reading person, read Tim's blog!