Hello, I think Nishant Sivakumar's book "C++\CLI in action" talks about this specific topic in "6.6 Using an MFC control in a Windows Forms form" titled chapter. I've not tried yet... but i hope this helps.
I can only guess: maybe the pdfBrowser loads an empty file on Form_Load? Anyway: you should not put the pdfBrowser on a public property - better give the path to the constructor and set it in the form. Anyway he problem seems to be with the pdfBrowser - maybe try using the webbrowser-control to show your files?