How to sign C++ CLI assemblies with a strong name

If your application is signed with a strong name, Visual Studio will require you to sign every assembly you reference. Now, even if you are a .Net only developer, it happens sometimes that you have to deal with some kind of interop with C++/CLI DLLs. If both situations happen, you will find yourself in the need to sign a C++ assembly with a strong name.
To do so, you have to specify the key file you will use at:
Project->Properties->Configuration Properties->Linker->Advanced->Key File. Something like this:

Don´t try to sign the assembly with a .Pfx file. It won´t work. To do so, you need a .SNK file (Strong Name Key). You can generate one with the SN.EXE tool, using:

sn.exe –k [directory]\[filename].snk

Where to find SN.EXE ?
In the Microsoft .Net Framework SDK (usually c:\program files\microsoft .net\sdk\bin, or something similar). You can download the SDK from here.
Note: In order to install that SDK, you will also need the .Net Framework 1.1 installed. As it´s a bit old, many people don´t have it in their machines.