title: Create an STL std::set in C# and marshal to c++
body: <p>What would be the best way to achieve this?  I've got a list of filenames, generated in a C# windows service.  I need to ultimately get them into an STL set, and push that to a filemapping.  I assume actually creating this structure in C# is either prohibited, or just too difficult to be worthwhile, but could I use a native dll that returns a pointer to the set it created, that I then pass along in the filemapping?  Any thoughts here would be helpful!</p>