C# – An attempt was made to load a program with an incorrect format

I am using C# loading C++ dll, and got this error:

"An unhandled exception of type 'System.BadImageFormatException' occurred in MyApp.exe"
"Additional information: An attempt was made to load a program with an incorrect format. (Exception from HRESULT: 0x8057000B)

I could not figure out why. The C++ dll was generated using vs2012 wizard, win32 application, dll with pre-head. It is built with x64 option. Here is the code:

// MyNativeDLL.cpp : Defines the exported functions for the DLL application.
//

#include "stdafx.h"
    //char* pMemoryBuffer = NULL;
    using namespace std;

    __declspec(dllexport) long  Test()
    {
        long a;
         a = 1;
         a++;
         return a;
    }

The C# code calling it is:

[DllImport("C:\\MyNativeDLL\\x64\\Debug\\MyNativeDLL.dll",  EntryPoint = "Test")]
private extern static int Test();
void doJob()
{
   long a = Test();  // exception thrown here
}

C# code is built with Any CPU option, and it is loading the x64 native dll.
I wondering where I did wrong? I have been trying long, but really get stuck here. Thanks!

UPDATE
When I compile my native dll using win 32 option, and set up correct dll path, it loads successfully. But when I compile my native dll with x64 options, load with correct path, the loading fails.