OpenFileDialog returns a pointer to memory containing a sequence of null-terminated strings, followed by final null to indicate the end of the array.
This is how I'm getting C# strings back from the unmanaged pointer, but I'm sure there must be a safer, more elegant way.
IntPtr unmanagedPtr = // start of the array ...
int offset = 0;
while (true)
{
IntPtr ptr = new IntPtr( unmanagedPtr.ToInt32() + offset );
string name = Marshal.PtrToStringAuto(ptr);
if(string.IsNullOrEmpty(name))
break;
// Hack! (assumes 2 bytes per string character + terminal null)
offset += name.Length * 2 + 2;
}