Handling VB 6 events in C#

I want a C# application to handle events fired by a VB6 application. I have created a test app to demonstrate what I am trying to achieve but the C# app never picks up the VB 6 events.

I have the following test VB 6 app:

Public Event FileClosed(ByVal strFilename As String)
Public Function getFileName()
    RaiseEvent FileClosed("C:\Test")
End Function

And the following C# test app that calls the above code:

    public partial class Form1 : Form
    {
        public delegate void __Class1_FileClosedEventHandler(string strFilename);

        public Form1()
        {
            InitializeComponent();
            Project1.Class1 cls = new Project1.Class1();
            cls.FileClosed +=new Project1.__Class1_FileClosedEventHandler(cls_FileClosed);
        }

        public void cls_FileClosed(string strFilename)
        {
            MessageBox.Show(strFilename);
        }

        private void button1_Click(object sender, EventArgs e)
        {
            Project1.Class1 obj = new Project1.Class1();
            obj.getFileName();
        }
    }

I can see that the VB app fires the event but it is not picked up by C#. Has anyone any ideas as to what I'm doing wrong?

Thanks