Pointer to objects in C#

I have an unmanaged C++ library that I call from managed code. One of its methods takes in a structure of function pointers and a pointer to void. Its basically a callback scenario.

The problem is that the unmanaged code calls the function in managed code using a "void*". I don't know how to I define a managed function to accept a "void*" for the call from C++. Can it even be done

The error I get states that I cant!
Error: Cannot take the address of, get the size of, or declare a pointer to a managed type
Is there a way around this

Mega Thanks in advance for any advice!!!

-----------Managed

public struct CallBackStruct
{
public delegate void Func1(IntPtr Class1)
public Func1 Func1_CallBack;
.
...
}

public class CallBack
{
Func1()
{
//callback code
}
}

public class Class1
{
[DllImport("CPP.dll", EntryPoint = "API1"]
public static extern void API1(ref CallBackStruct, [ MarshalAs( UnmanagedType.AsAny )] Object CallBack)

public static void Main()
{
CallBackStruct s;
s.Func1_CallBack = Func1_CallBack;

Callback cb = new Callback;

API1(s, cb);
}

// This is where the problem is..
// When the unmanaged code call this function how do I marshal the "void*" back
// Can I even do this
unsafe public static void Func1_CallBack(Callback* c)
{
*c.Func1();
}
.
...
}

-----------Unmanaged

typedef struct CallBackStruct CallBackStruct;
struct CallBackStruct
{
void (*Func1_Callback)(void *CallBack);
.
...
};

API1(CallBackStruct* s, void* CallBack)
{
s->Func1_Callback(CallBack);
}