In this post I will compile a list of tools that I use. Feel free to suggest any other tool :

Common Tools
WinDirStat reads the whole directory tree once and then presents it in three useful views.
http://windirstat.info/

Dependency Walker is a free utility that scans any 32-bit or 64-bit Windows module (exe, dll, ocx, sys, etc.) and builds a hierarchical tree diagram of all dependent modules.
http://www.dependencywalker.com/

Process Explorer shows you information about which handles and DLLs processes have opened or loaded.
http://technet.microsoft.com/en-us/sysinternals/bb896653.aspx

Managed
Deliver The Power Of Spy++ To Windows Forms
http://msdn.microsoft.com/en-us/magazine/cc163617.aspx 

Explore, browse, and analyze .NET assemblies
http://www.red-gate.com/products/reflector/

Native
Spy++ (Available with Visual Studio.)

Profiling
AQTime ($)
http://www.automatedqa.com/products/aqtime/

Visual Studio Addin
Instantly find every occurrence of a function, variable, API, error code or anything else in your source code, with a single keystroke.
http://entrian.com/source-search/

The flag of compilation /clr:old_syntax does not support the use of specific .NET keywords (as #using).
Therefore, using /clr would be a workaround but is incompatible with flag /rtc1.

So I need a way to call managed code in a dll B from native code in a dll A.
To do so, no C++ managed extensions (C++/CLI) must be in dll A. Otherwise, it would need to be compiled with the flag /clr.

Solution is to put a native exported function (_declspec(export)) in dll B which returns an interface to my managed class. Then in my native dll A, I would simply include the header file to the exported function from managed dll B and call it to retrieve an interface which maps to the concrete managed class in dll B.

Hope this helps someone, if not feel free to ask questions.

Great sources of info on the subject but no true comparison.

Assembly implementation
http://win32assembly.online.fr/tut27.html

Ballon effect and code on how to show tooltip programmaticly
http://www.codeproject.com/KB/miscctrl/ballontooltip.aspx
http://www.codeguru.com/forum/archive/index.php/t-28180.html

MSDN - ToolTip .NET
http://msdn.microsoft.com/en-us/library/system.windows.forms.tooltip.aspx

MSDN - About ToolTip Controls
http://msdn.microsoft.com/en-us/library/bb760250%28VS.85%29.aspx#Relaying_Mouse_Messa

Implementation of ToolTip with Win32 on ReactOS
http://doxygen.reactos.org/d4/da9/tooltips_8c-source.html