Managed lib and Dialog app issue

I created a managed C++ lib which is a class that uses OLEDb.
I then created a dialog app that will take in parameters from the user and pass them into the lib. The problem I am having is that the MFC Dialog App is not managed and the C++ lib is.

When I try to make the app managed I run into having to change compiler options to omit many of the debugging flags.

Is there a way around this or do you have to omit a lot of debugging?

Also when I did have it running, before I added the managed stuff to the lib, I was unable to step into the lib while debugging.

Thanks
Gary