It seems that your own assemblies are signed, so having unsigned ALGLIB makes it incompatible with them. You have two options here: * rebuild alglibnet2.dll yourself and sign it (ALGLIB can be built just as usual C# assembly, without any additional steps) * read http://stackoverflow.com/questions/331520/how-to-fix-referenced-assembly-does-not-have-a-strong-name-error for information about signing external assemblies.
I think that we should add signed assemblies for the next release... It was not done before because I am not really into these C#-specific issues, and didn't thought about it.
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