Event in C++ API Dll

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C++

C#

Hi,

I have a c++ dll which get SNMP traps from WinSNMP and then call a function in my c# code(a delegate in c#).
Every thing works fine.
My problem is I want the c++ dll call my c# delegate every time in a new thread. Is there any way to do that without calling CreateThread in c++. I ask this because as I think buy calling CreateThread I have to track the handle of thread and then close it ( and it is too much work)
I need something like async event! Is it possible?

typedef void (__stdcall *callback_StateChangeReceived)(char* Name, char* Text , char* DateTime);

callback_StateChangeReceived CallbackStateChangeReceived;
// I first call this function from C# to set my callback function
bool  __stdcall  SetCallbackStateChangeReceived(callback_StateChangeReceived Callback)
{
    CallbackStateChangeReceived =Callback;
    return true;
}
//And then I call the callback in a appropriate function, something like this:

while(SnmpMgrGetTrapEx(&enterprise,&AgentIPAddress, &IPAddress, &genericTrap,&specificTrap,&community, &timeStamp, &variableBindings))
{
  // Some Code here
  CallbackStateChangeReceived (Name,Text,sDateTime);
  // I do not want this function to be blocked.
}

I need when ever I call CallbackStateChangeReceived, It returns immediately and not to be blocked by my c# code. (I do not want to change the c# code.)

Thanks.