Impersonation W/SQL CLR

I want a user to be able to call a stored procedure, that will call an assembly, that will logon on to another SQL Server, perform some functions (calculations), and return the results. I want the user's credantals passed, NOT the SQL Server Account. So in some research, I created this:

Imports System.Data
Imports System.Data.SqlClient
Imports Microsoft.SqlServer.Server
Imports System.Security.Principal


Public Class SomeName
<Microsoft.SqlServer.Server.SqlProcedure()> _
Public Shared Sub LinkedServer()
Dim cmd As SqlCommand
Dim dr As SqlDataReader
Dim clientId As WindowsIdentity
Dim impersonatedUser As WindowsImpersonationContext

clientId = SqlContext.WindowsIdentity
impersonatedUser = clientId.Impersonate()



Try
Try
impersonatedUser = clientId.Impersonate()

If impersonatedUser IsNot Nothing Then

' as usual, connection strings shouldn't be hardcoded for production code
Using conn As New SqlConnection( _
"Data Source=SERVER1; Initial Catalog=master; Integrated Security=SSPI")
conn.Open()

cmd = New SqlCommand( _
"SOME QUERY", conn)

dr = cmd.ExecuteReader()

SqlContext.Pipe.Send(dr)

End Using
End If
Finally
If impersonatedUser IsNot Nothing Then
impersonatedUser.Undo()
End If
End Try

Catch ex As Exception
SqlContext.Pipe.Send("Error: " & ex.Message)
End Try
End Sub
End Class

Now the issue is that I get this message when I execute this code with the Impersonation code.

Msg 10312, Level 16, State 49, Procedure spr_SQLServerAccess, Line 0

.NET Framework execution was aborted. The UDP/UDF/UDT did not revert thread token.


When I exclude the impersonation code, everything works, BUT executes under the SQL Server Account.

I have used this code to create the Assembly and Stored Procedure:

-- Register the assembly

CREATE ASSEMBLY SQLServerAccess

FROM 'c:linkedserver.dll'

WITH PERMISSION_SET=EXTERNAL_ACCESS

GO

-- Register the stored-procedure

CREATE PROCEDURE spr_SQLServerAccess

AS

EXTERNAL NAME SQLServerAccess.SomeName.LinkedServer

Any idea's on the error message that is being thrown by SQL WITH the Impersonation code?