Just in case you recently tried to get into the wonderful world of C++/cli programming in mixed mode but you were having problem to step in a debugging session into you /$%&*&? mixed DLL and were not able to get the all to work.  You are trying to step into the a call in the DLL and it keep getting out.

1-Go into the project setting of your exe to debug

2-Select the Debugging property page

3-Select 'Mixed' for the Debugger type.

There is a confusion here because it is probably set to Auto and it would make you believe that it should switch autmatically to the proper debugger but It doesn't.

 Hope it helps.

Rick