To Compile a VB or C# module as a CLR routine.

In a dos prompt
(c#)

path=%path%;c:windowsmicrosoft.netframeworkv3.5
csc  /out:UserDefinedFunctions.dll /target:library userdefinedsourcefile.cs

(vb)
path=%path%;c:windowsmicrosoft.netframeworkv3.5
vbc  /out:UserDefinedFunctions.dll /target:library userdefinedsourcefile.vb

Not that this doesn’t give you the benefits of tracing that you get using visual studio but there are cases where a clr routine is faster to write (I’m thinking string manipulation here) than the equivalent inline code