@downs: That's what I even had before....just allocate and release memory is not difficult - just if you want to access the data the GC copies all the memory into its heap...
I found a new way which is really good and easy: Just use the Win32 Memory API for allocating and releasing your data with functions like GlobalAlloc or GlobalFree http://msdn.microsoft.com/en-us/library/ms810603.aspx