Hi Craig:
What version of the VTune analyzer are you using? Unmanaged code in the .NET environment was not supported until version 7.1. If you are using 7.1, it should work. The unmanaged code is written in C++, correct? What is the managed code written in? And, are you generating full debug infoin the build(s)?
If you think you are doing everything correctly, can you create a small example that demonstrates the problem? If so, this would confirm the problem, then you could submit this as an issue at
Intel Premier Support.
Thanks,