So far I\'ve been using the C# Mersenne Twister found here to generate random numbers:
http://www.centerspace.net/resources.php
I just discovered SFMT
Is there a reason you can't compile the C implementation into a DLL and call this from your C# code?
EDIT:
I'm sorry, but I have only a very limited knowledge of C (and indeed C#), but the "How to create a C dll" may be answered here: http://www.kapilik.com/2007/09/17/how-to-create-a-simple-win32-dll-using-visual-c-2005/ and the how fast can be checked by profiling the code.