I have a number of talks I do about C++/CLI and Visual C++ 2005. The one thing they have in common is that there's never enough time for all the demos. There's one particular demo that is technically in two different talks, but never gets done... it shows how to put a WinForms control onto an MFC dialog, and how to implement MFC message passing (and the new DELEGATE family of macros, that are like the existing command routing macros) to hook a WinForms into an MFC View, complete with menu updating and implementation.
If you are one of the people in those audiences who was a little disappointed you didn't get to see the MFC stuff, here's a new paper that might help you out a bit: Integrate Windows Forms Into Your MFC Applications Through C++ Interop. It's by Marcus Heege, a new C++ MVP. I just have to like a guy who includes a subheading "C++ Interop Is Your Friend"