Tomas Restrepo, a C++ MVP, has started a C++/CLI FAQ at http://www.winterdom.com/cppclifaq/. It's a start, and since some questions are starting to be frequently asked, it's a good idea for folks to read through this.
BTW, if you're looking for a more general Visual C++ FAQ, try the multi-MVP effort at http://vcfaq.mvps.org/.
Both recommended. Good work Tomas!