David,
After pushing the OK button yesterday in response to Bonnies post :-), I remembered reading somewhere (ms dev/test blog?) about why these types of features are native code only. It think it had something to do with sync points and and a scary debugger evalution function? I do have huge respect for the ms devs with the types of problems they face with managed code debugging.
http://blogs.msdn.com/jmstall/Regards
Neil