Unmanaged C++ to Managed C++ Difficulties

I'm trying to throw exceptions out of an unmanaged C++ static lib and catch them in a managed C++ dll. For some reason, I'm failing miserably. Here's the code:

Code:

//In MyException.h
#ifndef MYEXCEPTION_H_NKJSFNE_09829232
#define MYEXCEPTION_H_NKJSFNE_09829232

#include <cwchar>

class MYException
{
public:
	MYException(wchar_t* pszErrorMsg) : m_pszErrorMsg(pszErrorMsg) {}
	wchar_t* Report();
	virtual ~MYException() {}
private:
	wchar_t* m_pszErrorMsg;
};

void ThrowException();

#endif

Code:

//In MyException.cpp
#include "MYException.h"

void ThrowException()
{
	throw new MYException(L"C++ exception");
}

wchar_t* MYException::Report()
{
	return m_pszErrorMsg;
}

Code:

//In CppManaged.h
#pragma once

#include "MYException.h"

using namespace System;

namespace CppManaged
{
	public __gc class ExceptionCatch
	{
	public:
		void Go();
	};
}

Code:

//In CppManaged.cpp
#include "CppManaged.h"

using namespace CppManaged;

void ExceptionCatch::Go()
{
	try
	{
		ThrowException();
	}
	catch (MYException* pExcep)
	{
		String* a = new String(pExcep->Report());
		delete pExcep;
		throw new Exception(a);
	}
	catch (Object* pObj)
	{
		throw new Exception(pObj->ToString());
	}
}

Code:

//In Driver.cs
using System;
using System.IO;
using CppManaged;

namespace ConsoleException
{
	class Class1
	{
		[STAThread]
		static void Main(string[] args)
		{
			ExceptionCatch a = new ExceptionCatch();
			try
			{
				a.Go();
			}
			catch(Exception e)
			{
				Console.WriteLine(e.Message);
			}
		}
	}
}

When I write out the caught exception, I get the following:

Code:

System.NullReferenceException: Object reference not set to an instance of an object.
   at ThrowException()
   at CppManaged.ExceptionCatch.Go() in cppmanaged.cpp:line 10

Obviously, that's not my exception. Can anyone tell me what's going on?

Ah, I found it. The MyException project needed the runtime library to be in a DLL.