Unknown new VS.NET 2005 feature - Calling Delegate.Invoke directly

So, at the GNET2 last week, I found out that you can now call Delegate.Invoke instead of using the C# functor syntax. This makes code much more readable IMO –

delegate void MyCallback(string msg);  
...  
MyCallback callback;  
...  
callback += delegate(string msg) { Console.WriteLine(msg); };  
...  
callback.Invoke("Hello"); // instead of callback("Hello");

Very nice.