C# Signature:

        [StructLayout(LayoutKind.Explicit,CharSet=CharSet.Unicode)]
            public struct CE_FIND_DATA
        {

            [FieldOffset(  0)] public uint      dwFileAttributes;
            [FieldOffset(  4)] public FILETIME      ftCreationTime;
            [FieldOffset( 12)] public FILETIME      ftLastAccessTime;
            [FieldOffset( 20)] public FILETIME      ftLastWriteTime;
            [FieldOffset( 28)] public uint      nFileSizeHigh;
            [FieldOffset( 32)] public uint      nFileSizeLow;
            [FieldOffset( 36)] public uint      dwOID;
            [MarshalAs(UnmanagedType.ByValTStr,SizeConst=260),FieldOffset(40)] public string Name;
        };

Note :

FILETIME is now obsolet. You can use System.Runtime.InteropServices.ComTypes.FILETIME type instead.

VB Signature:

    <StructLayout(LayoutKind.Sequential, pack:=4, CharSet:=CharSet.Unicode)> _
    Public Structure CE_FIND_DATA
        Public dwFileAttributes As Integer
        Public ftCreationTime As FILETIME
        Public ftLastAccessTime As FILETIME
        Public ftLastWriteTime As FILETIME
        Public nFileSizeHigh As Integer
        Public nFileSizeLow As Integer
        Public dwOID As Integer
        <MarshalAs(UnmanagedType.ByValTStr, sizeConst:=MAX_PATH)> _
        Public cFileName As String
    End Structure

User-Defined Types:

None needed

Tips & Tricks:

MAX_PATH is set to 260 characters by Windows so we create a ByValTStr with this length. Can then just use the 'Name' field as a normal string

Sample Code:

    int hFile;
    CE_FIND_DATA Data=new CE_FIND_DATA();
    hFile=CeFindFirstFile("\\My Documents",ref Data);
    return (hFile!=0);

Alternative Managed API:

Do you know one? Please contribute it!