I was reading a question about c# code optimization and one solution was to use c++ with SSE. Is it possible to do SSE directly from a c# program?
Sure you can (the more important question is - why would you? Just leave it to the runtime; that's its job).
C# lets you map a delegate to a memory address. That memory address can contain raw assembly codes. You can read more on Michael Giagnocavo's blog.
Although I have not tried myself, it may be possible to use Marshal.GetDelegateForFunctionPointer as well.