My team is currently developing across multiple development platforms. We are using some of our own assemblies with Unity, but our current version of the assembly references System.Web and System.Web.Services, which appear to be missing in the Mono Compatibility page.
The strange behavior comes from running on the Mac vs Windows. On the Mac and iPad, everything runs fine and everything compiles inside MonoDevelop without any problems. When I bring the project over to the PC, Unity won’t load the .dll. It complains about some missing references (in an obscure way).
If I copy those referenced assemblies into the asset folder (System.Web, System.Web.Services) from the .NET 2.0 folder on Windows, those errors go away and Unity can play the scene. MonoDevelop, on the other hand, will not compile with those libraries in there and anytime I make a call into our custom .dll, I get a message saying:
Exception Caught: The requested feature is not implemented.
Now I understand this error is thrown because this subset of functionality is not available in older versions of Mono, but that doesn’t explain why the Mac version works just fine, even without additional assemblies and without errors of any kind. I would assume that the mobile version of Mono would have even less functionality, but again, the iPad can make all of the calls just fine.

You cannot use Windows.Forms inside Unity, or at least, shouldn't use Windows Forms. Can you explain what you are trying to do and maybe I can help you figure out another method. It looks like you are trying to use the standard Windows File Open dialog? I would steer clear of OS specific libraries unless you only plan on ever releasing this for Windows. If you decide to go this route, you can pull the Windows.Forms.dll from "C:\Program Files (x86)\Unity\Editor\Data\Mono\lib\mono\2.0" and it should be able to link that way, but that opens up a can of worms you may not be ready to deal with.
– vrdaveYes I'm just trying to show the standard operating system open box. Just for windows. I tried putting that version of the Windows.Forms.dll and it says the same exception - that the feature is not implemented. I've currently tried mono 2.0, 3.5, 4.0, and 4.5 but they all give the same error message.
– rocifier