Required finally block support in unmanaged VC++ code

I have an unmanaged VC++ code written in visual studio 8 serving Excel Add-In. The project has NO CLR support. Now there is an requirement of adding a finally block in this code.  If I add __finally block in this code and add CLR supprt to "Common Language Runtime Support, Old Syntax (/clr:oldSyntax)" in project Configuration -> General Properties, the DLL looses COM support and can NO longer be consumed by my Excel Add-In
I have tried tlbexp D:\marketAxess\release\MktxAddin.dll /out:MktxAddin.dll to get COM dll but this does not work as well.
Please help. Attached is the sample code.Start Free Trial

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VC++ code
long __declspec (dllexport) __stdcall MktxInqUpload(structInquiry *pMktxInq, structError *objError){
	try{
            ....
	}
	catch (exception e)
	{
	  ...
	  return 0;	 		
	}
    catch (...)
    {	   
	   ...
	   return 0;		 
    }
	__finally
	{
		WriteLog("reached","reached");
	}
 
}
 
VBA Code 
Declare Function MktxInqUpload Lib "c:\MktxAddin.dll" (ByVal tUploadMktxInq As Long, ByVal tError As Long) As Long
 
lResult = MktxInqUpload(VarPtr(objMktxInquiry), VarPtr(objError))