http://msdn2.microsoft.com/en-us/library/ms173265.aspx
The easiest way to compile a project where some modules are compiled /clr is to disable precompiled headers entirely. (In the project Property Pages dialog, open the C/C++ node, and select Precompiled Headers. Then change the Create/Use Precompiled Headers property to "Not Using Precompiled Headers".)
However, particularly for large projects, precompiled headers provide much better compilation speed, so disabling this feature is not desirable. In this case it's best to configure the /clr and non /clr files to use separate precompiled headers. This can be done in one step by multi-selecting the modules to be compiled /clr using the Solution Explorer, right-clicking on the group, and selecting Properties. Then change both the Create/Use PCH Through File and Precompiled Header File properties to use a different header file name and PCH file respectively.