Using C++ DLL in C# project

Try to switch your C# code from AnyCPU to x86 (in Properties dialog).

Your exported function uses the PASCAL calling convention, which in Windows is the same as stdcall. The .Net runtime needs to know about that, so modify your C# method signature as follows:

[DllImport("convert.dll", SetLastError = true, CallingConvention=CallingConvention.StdCall)]
static extern Int32 convert([MarshalAs(UnmanagedType.LPStr)] string filename);

try to use __stdcall (or WINAPI or APIENTRY) in the function exported from the DLL.