Embedding unmanaged dll into a managed C# dll

I have a managed C# dll that uses an unmanaged C++ dll using DLLImport. All is working great. However, I want to embed that unmanaged DLL inside my managed DLL as explain by Microsoft there:

http://msdn.microsoft.com/en-us/library/system.runtime.interopservices.dllimportattribute.dllimportattribute.aspx

So I added the unmanaged dll file to my managed dll project, set the property to 'Embedded Resource' and modify the DLLImport to something like:

[DllImport("Unmanaged Driver.dll, Wrapper Engine, Version=1.0.0.0,
Culture=neutral, PublicKeyToken=null",
CallingConvention = CallingConvention.Winapi)]

where 'Wrapper Engine' is the assembly name of my managed DLL 'Unmanaged Driver.dll' is the unmanaged DLL

When I run, I get:

Access is denied. (Exception from HRESULT: 0x80070005 (E_ACCESSDENIED))

I saw from MSDN and from http://blogs.msdn.com/suzcook/ that's supposed to be possible...