Data Mining with C#

Data Mining with C# and ADO.NET
http://www.devsource.com/c/a/Languages/Data-Mining-with-C-and-ADONET/
Data Mining SDK
http://datamining.codeplex.com/

http://www.sqldev.org/sql-server-analysis-services/c-using-adomd-to-connect-to-olap-cube-10707.shtml

Another plataform
http://www.cs.waikato.ac.nz/ml/weka/

Other references:
Spanish
http://bernardorobelo.blogspot.com/2010/02/modelos-y-ejemplos-de-data-mining.html
http://alejandroesteban.wordpress.com/