Lambda expressions (C++0x) not working in C++/CLI?

Question

If I write this

std::function<int()> myFunction = []() {return 42;};

in C++/CLI under VS2010 (in an MSTest unit test class, in case it matters), I get the compiler error C3809: a managed type cannot have any friend functions/classes/interfaces.

Is a lambda considered as a friend because it cooooould access local variables, even if it doesn't?

On the other hand, this works fine:

int ThatOldJokeAgain()
{
    return 42;
}
[...]
std::function<int()> myFunction2 = ThatOldJokeAgain;

Is there a way to make lambdas work in C++/CLI? Or is my error something completely different?