C#

BOOL CALLBACK YourRecordProc(
    void *buffer,
    DWORD length,
    DWORD user
);
...
//and an example
DWORD CALLBACK MyRecordingWriter(void *buf, DWORD len, DWORD user) {
    fwrite(buf,1,len,file); // write the buffer to the file
    return TRUE; // continue recording

public unsafe delegate int UnsafeRecordCallBack(void* pbuffer, int length, int user);

private unsafe int UnsafeProgress(void* buffer, int length, int user)
{
   //the callback get called from another thread
   //length in bytes is usually 18000-20000
   Trace.WriteLine(++COUNT, "caLLBACK count");
   return 1; //0 false, all others true
}