// global holder for our callback function, need this to prevent garbage collector to destroy our callback function
private TCallbackFunc CallbackFunc;

// callback function
public int MyCallbackFunc(uint objptr, int user_data, TCallbackMessage msg, uint param1, uint param2)
{
  switch (msg)
  {
     case TCallbackMessage.MsgStreamBufferDoneAsync:
       // read more data and push into stream
       byte[] stream_data = null;
       int small_chunk = 100000;
       stream_data = br.ReadBytes(small_chunk);
       if (stream_data.Length > 0)
       {
          player.PushDataToStream(ref stream_data, System.Convert.ToUInt32(stream_data.Length));
       }
       else
       {
          byte[] tempMemNewData1 = null;
          player.PushDataToStream(ref tempMemNewData1, 0);
       }
     break;
  }

  return 0;
}

// ...

// global variable, prevent garbage collector to destroy this function
CallbackFunc = new TCallbackFunc(MyCallbackFunc);

// set callback function
player.SetCallbackFunc(CallbackFunc, (TCallbackMessage) TCallbackMessage.MsgStreamBufferDoneAsync, 0);