The original version of .NET did not support 3D windows, This only allows openGL or DirectX if they are encapsulated in an activeX control (as shown here).
However with the release of DirectX 9 there are now class libraries that allow DirectX 9 to be included directly in .NET (C#, VB or managed C++).
Introduction to 3D Game Programming with DirectX 9.0 - This is quite a small book
but it has good concise information with subjects like, maths introduction and
picking.
Using C# with directX
Introduction to 3D Game Engine Design Using DirectX 9 and C# (Net Developer)
Using visual basic with DirectX:
NET Game Programming with DirectX 9.0
General DirectX






