How to marshal a C++ interface to C#, e.g. IObserver in GOF observer pattern

Question

I have a C++ base code using GOF observer pattern, and I need a UI object, written in C#, act as an observer. I'd like to use C++ Interop as a wrapper, and let C# object inherit the IObserver which is written in C++, but it seems that C++ Interop cannot do it.

Here's the code in C++,

class IObserver
{
public:

virtual void Update(void* pSender, int arg) = 0;  

};

class ISubject
{
public:

virtual void RegisterObserver(IObserver* pObserver) = 0;
virtual void RemoveObserver(IObserver* pObserver) = 0;
virtual void NotifyObservers(int arg) = 0;

};

// Heater is to boil water
class Heater : public ISubject
{
public:

Heater(void);  
virtual ~Heater(void);  

void Register(IObserver* pObserver, bool bAdd);

void BoilWater();

protected:

virtual void RegisterObserver(IObserver* pObserver);
virtual void RemoveObserver(IObserver* pObserver);
void NotifyObservers(int arg);

private:

typedef std::list<IObserver*> ObserverList;  
ObserverList observers_;  

};

Assume that there is a progress bar in UI. while the temperature is rising, the progress bar is running with it. How could I code it? Any advice will be greatly appreciated.