I have gotten it to work as follows:
Use XML style comments for your C++/CLI header entries. This means the full XML comment is required (triple-slash comments,
tag at a minimum)
Make sure that the C++ compiler option Generate XML Documentation Files is on. This should generate an XML file with documentation with the same name as your assembly (MyDll.xml).
Make sure that the C# project references your assembly MyDll.dll where MyDll.xml is also present in the same folder. When you mouse over a reference from the assembly, MS Visual Studio will load the documentation.
This worked for me in Visual Studio 2008 on an assembly built for .NET 3.5.