Invoking method (from .net managed dll) from a SQL Stored procedure - Help

We wanted to call a .NET Managed code (deployed as dll) from a Stored Procedure in (SQL Server 2005/2008)

We found couple of solutions, but couldn't get it working:

1. Following steps mentioned in the article at this place http://www32.brinkster.com/srisamp/sqlArticles/article_33.htm - leaves us with following error code: 0x80131700

2. In another article, it was mentioned to create COM+ server application for this error, but that is not possible in our environment. http://www.sqlnewsgroups.net/group/microsoft.public.sqlserver.server/topic16144.aspx

Is there a properly documented & tried out solution for this?

We have done this by including an assembly in the SQL Server, and generating stored procedure that IS in fact a method of this assembly (dll)

See http://msdn.microsoft.com/en-us/library/ms254956(VS.80).aspx for more details about SQLCLR