On closing mfc clr application, I’ve got message :

What it means ? How can I fix it ?
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This is almost certainly a memory corruption issue somewhere in your program code.
For example, you have copied a hundred bytes into a twenty-byte array, overwriting some vital information in an unrelated variable or structure.
The fact that the assertion is coming from the Microsoft run time libraries (which have been very thoroughly tested, both by Microsoft and millions of their customers) means that the issue is probably elsewhere, and the effects of that error are just being caught at this point.
You need to examine your code very thoroughly to try and find out where such a memory corruption could occur.