Just posted on MSDN a sample of MFC/Windows Forms integration  as it is in Visual Studio 2005. Please be advised that some parts of it may not work with early builds of VS2005. However it should all work on release of VS2005. Here is the link

http://www.microsoft.com/downloads/details.aspx?FamilyID=987021bc-e575-4fe3-baa9-15aa50b0f599&displaylang=en