The missing pieces

Despite the work going into Whidbey and the associated growth in
the .NET Framework, today we’re developing against .NET 1.1 and it
doesn’t support everything yet.

That said, there is a lot that it does do and the

Win32 to .NET API Map
is good for pointing out where to look in
the framework for experienced Win32 devs.

If the framework doesn’t provide what you want then you can head
off to pinvoke.net to get details
of how to call various Win32 and other unmanaged APIs rather than
trying to figure it out yourself over and over.