Deleting void pointers

enum DataType
{
	DATA_INT,
	DATA_STRING
};

class GameMessage
{
public:
	GameMessage( DataType Type, void* pData )
	{
		switch( Type )
		{
		case DATA_INT:
			m_pData = new int;
			*(int*)m_pData = *(int*)pData;
			break;

		case DATA_STRING:
			m_pData = new std::string;
			*(std::string*)m_pData = *(std::string*)pData;
			break;
		}
		m_DataType = Type;
	}

	~GameMessage()
	{
		delete m_pData;		// Is this correct?
	
		// Or maybe I should do:
		switch( m_DataType )
		{
		case DATA_INT:
			delete (int*)m_pData;
			break;
		case DATA_STRING:
			delete (std::string*)m_pData;
			break;
		}
	}

	void* m_pData;
	DataType m_DataType;
};