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Problem with accessing protected memory after creating delegate in VB.NET 2005

I have taken some sample code from an application written in VB6.  I used the upgrade wizard to upgrade it to VB 2005.  It told me I needed to add a delegate for AddressOf WindowProc.

I followed the example from the help file and got the program to compile.  It works fine for a while, then after a while (the time varies) I receive an error that it "Attempted to read or write protected memory."  Text from error is below the code.

I don't understand what is happening. I'm a novice programmer and this doesn't make sense to me.  

What the program is doing (as I understand it) is that it uses a .dll to query a server.  This server sends back packets to this program asynchronously.  The program then receives the data packet and determines what to do with it from there.

Any help you can give me will be greatly appreciated.

'++++++++++++++Excerpt from Module1:

Declare Function CallWindowProc Lib "user32"  Alias "CallWindowProcA"(ByVal lpPrevWndFunc As Integer, ByVal hwnd As Integer, ByVal Msg As Integer, ByVal wParam As Integer, ByVal lParam As Integer) As Integer

    '----------------The following 3 lines were modified from the initial build to accomodate a delegate:
    'Declare Function SetWindowLong Lib "user32" Alias "SetWindowLongA" (ByVal hwnd As Integer, ByVal nIndex As Integer, ByVal dwNewLong As Integer) As Integer
    Declare Function SetWindowLong Lib "user32" Alias "SetWindowLongA" (ByVal hwnd As Integer, ByVal nIndex As Integer, ByVal dwNewLong As SubClassProcDelegate) As Integer
    Delegate Function SubClassProcDelegate(ByVal hw As Integer, ByVal uMsg As Integer, ByVal wParam As Integer, ByVal lParam As Integer) As Integer
      Public Const GWL_WNDPROC As Short = -4
      Public lpPrevWndProc As Integer
      Public gHW As Integer
    Function WindowProc(ByVal hw As Integer, ByVal uMsg As Integer, ByVal wParam As Integer, ByVal lParam As Integer) As Integer

        Dim intErrCode As Short
        Dim strTime As New VB6.FixedLengthString(40)
        If (uMsg = WM_RTB_MESSAGE) Then
            ' We are receiving a message.
            ' wParam tells us what it is.  We will display some
            ' message according to it.
            Select Case wParam
                Case 1
                    HelloVB.lblStatus.Text = "Trying primary"
                Case 2
                    HelloVB.lblStatus.Text = "Trying secondary"
                Case 3
                    HelloVB.lblStatus.Text = "Logon Completed"
                Case 4
                Case 5
                    ' lParam is the DataPacket ID.
                    ' Get the time out of the data packet.

                    intErrCode = RTBDataGetString(lParam, 0, 0, strTime.Value, 40)
                    HelloVB.lblData.Text = "Hello World, it's " & strTime.Value & "!"

                    ' Free the data packet
                    intErrCode = RTBFreePacket(lParam)
            End Select
        End If
        WindowProc = CallWindowProc(lpPrevWndProc, hw, uMsg, wParam, lParam)
    End Function

'+++++++++++++Excerpt from Main Class Form

'UPGRADE_WARNING: Add a delegate for AddressOf WindowProc Click for more: 'ms-help://MS.VSCC.v80/dv_commoner/local/redirect.htm?keyword="E9E157F7-EF0C-4016-87B7-7D7FBBC6EE08"'
        lpPrevWndProc = SetWindowLong(Me.Handle.ToInt32, GWL_WNDPROC, AddressOf WindowProc)

        '-----------' Create the query

Error information
************** Exception Text **************
System.AccessViolationException: Attempted to read or write protected memory. This is often an indication that other memory is corrupt.
   at System.Windows.Forms.UnsafeNativeMethods.CallWindowProc(IntPtr wndProc, IntPtr hWnd, Int32 msg, IntPtr wParam, IntPtr lParam)
   at System.Windows.Forms.NativeWindow.DefWndProc(Message& m)
   at System.Windows.Forms.Form.DefWndProc(Message& m)
   at System.Windows.Forms.Control.WndProc(Message& m)
   at System.Windows.Forms.ScrollableControl.WndProc(Message& m)
   at System.Windows.Forms.ContainerControl.WndProc(Message& m)
   at System.Windows.Forms.Form.WmSysCommand(Message& m)
   at System.Windows.Forms.Form.WndProc(Message& m)
   at System.Windows.Forms.Control.ControlNativeWindow.OnMessage(Message& m)
   at System.Windows.Forms.Control.ControlNativeWindow.WndProc(Message& m)
   at System.Windows.Forms.NativeWindow.Callback(IntPtr hWnd, Int32 msg, IntPtr wparam, IntPtr lparam)
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2 Solutions
robbidAuthor Commented:
Here is some additional information about the error:

A callback was made on a garbage collected delegate of type 'Project1!Project1.Module1+SubClassProcDelegate::Invoke'. This may cause application crashes, corruption and data loss. When passing delegates to unmanaged code, they must be kept alive by the managed application until it is guaranteed that they will never be called.
Take a look at this introductory article about Delegates and the AddressOf operator...   It has some downloadable VB.Net source code examples that might be if help

robbidAuthor Commented:
This article helps me understand the process a little better.  I still don't understand why the delegate is being collected, though.  I think I might try re-writing the code myself (using information from the article you provided and some others) and see what happens.
I don't see where the value for lpPrevWndProc is originally set.   It appears to me that when SetWindowLong is first called from the "Main Class Form" there is no value for lpPrevWndProc.   It only get's set after SetWindowLong has completed.

But a break on this statement and see what the value of lpPrevWndProc is

        WindowProc = CallWindowProc(lpPrevWndProc, hw, uMsg, wParam, lParam)
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