Update: For an alternative method check out the following post: http://www.dyadica.net/journal/xbee-explorer-regulated-netduino
This is a very quick post detailing how I modded my netduino to be compatible with the arduino xbee shield. I utilize this shield in conjunction with a Sparkfun Xbee Explorer USB to provide wireless serial communication between netduino and PC. To find out more about that check out my SerialPortHelper to WinForm post.
The following image shows the completed mod in action.
The good news is that there is not much to this one, however some might find the thought off using a soldering iron on there netduino a bit scary. If this is you then there are always other options.