Using DllImport to load unmanaged dll into managed application

Question

In my project I have an unmanaged native C++ dll and a C# application. I am trying to import a function from the unmanaged dll using DllImport but I keep getting a DllNotFoundException.

Here is my code that calls the DLL.

using System.Runtime.InteropServices;
namespace TestApp
{
  public delegate void UpdateDelegate(string s);
  class Program
  {
    [DllImport("CGPUnmanagedLibrary.dll")]
    internal static extern int parse_raw_gsod_file( 
      [MarshalAs(UnmanagedType.LPStr)]                                               
      string filePath,
      int minTemp, 
      UpdateDelegate callBack);

    static void Main(string[] args)
    {
      UpdateDelegate myCallBack = new UpdateDelegate(Program.Report);
      string path = @"C:\Creative Solutions\Projects\Clyde's Garden Planner\Frost Data Database\GSOD Data\GSOD_RAW_DATA\1992\gsod_1992.txt";
      int result = parse_raw_gsod_file(path, 32, myCallBack);
      Console.Write("Parse completed with exit code: " + result.ToString());
      Console.ReadLine();
    } // end main function

    public static void Report(string msg)
    {
      Console.Write("Message is ");
      Console.WriteLine(msg);
    }

  } // End class
} // end namespace

I tried copying the DLL to the app output directory but it still can't find it. I also tried adding the DLL project as a reference but I get a popup window saying it can't be added. How do you properly link an unmanged DLL to a managed application?

Update - Here is the full error:

Unable to load DLL 'CGPUnmanagedLibrary': The specified module could not be found. (Exception from HRESULT: 0x8007007E)

Update 2 - I know for sure that the DLL is in the same directory as the .exe trying to load it. This makes me think there is a dependency in the DLL that isn't getting loaded. I'm only using basic C++ libraries in the DLL (string, math, iostream, etc). Any ideas what could not be loading and why?

Update 3 - Tested with Dependency Walker Loading my unmanaged C++ DLL in dependency walker showed no errors. I also tried to open my executable in dependency walker and it showed errors loading two DLLs: GPSVC.DLL and IESHIMS.DLL - doesn't make any sense because I am only using standard c++ libraries in my code. I think it may have something to do with the fact that I have a managed C++/CLI DLL trying to load the unmanaged DLL as well (I was trying to implement some C++/CLI wrappers). Anyway, I have since started a new VS solution and moved on. See my answer.

Answer 1

First I want to thank everyone for their help. Unfortunately I never did solve this issue (see edits in my main question). The answer turned out to be starting a totally new Visual Studio solution and creating two new projects: C# app and C++ dll. I did away with the need for wrappers as I am now just marshaling two main functions.

Thanks again.