First of all, I'm sorry for not updating my previous post. Problem was with the various .NET versions. Bringing everything up to .NET 4.0 solves the problem, at least when everything is in the same solution.
Now, I have another one: I cannot reference a dll built in another solution to an F95 application extension. I can add the references to a C# project, but not F95. VS2010 just winks out. No error message logged anywhere. This applies to both F95 routines and C# libraries.