How do people handle warning C4793: 'some_function' : function compiled as native?

I think what you want is this:

#pragma unmanaged
#include <cv.h>
#pragma managed
// managed code wrapping unmanaged opencv functions

A C++/CLI project can contain both managed and unmanaged parts, and the compiler takes care of marshalling data between the 2 for you. The managed entry points will be callable from normal .NET apps (like C# and the rest) and will use garbage collection, and they'll call unmanaged functions to do the heavy lifting.

I think you should suppress the warning. The MSDN doc explicitly states that the managed/unmanaged pragmas should not be used before include statements.

#pragma warning(push)
#pragma warning(disable: 4793) // methods are compiled as native (clr warning)
#include <cv.h>
#pragma warning(pop)