How to force CLR not to handle Exceptions from unmanaged code ?

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I have managed code in C# calling unmanaged code from a DLL written in C++.
Every time an Exception is thrown by unmanaged code, this exception is
handled by C# directly.
How to force to handle the exception by the DLL itself, instead of C# ?

example attached below.

//C# code
[DllImport("some .dll")]
public static extern int A();
static int Main()
{
try {
A();
} catch {
// handle exception by managed code
}
}

// C++ code
extern "C" __declspec(dlle xport) int A();
int B(void);

int A()
{
try {
B();
} catch (...) {
// handle exception by unamanged code
// how to handle the exeption here ???
}
}

int B()
{
// throw some exception
throw;
}