What DAQ board are you using? When you installed NI-DAQ you should have selected to install the support files for VC++. Then there will be several examples on how to do double buffered data acquisition.
If you have already installed NI-DAQ 6.8 or higher and did not select to include the support files, you can run the NI-DAQ setup program and just add them. If you are using an older version, you will have to uninstall and reinstall.
Once you have the support files, follow this path to the examples.
>>Program Files>>National Instruments>>NI-DAQ>>Examaples>>Visual C>>
If you are doing digital acquistion, goto the di folder, if you are doing analog acquisition goto the ai folder.
As for the callback function, you can use the NI-DAQ function Config_DAQ_
Event_Message with DAQEvent Type = 1, where N would equal half your buffer.
Brian