The following blog post is a great starting point with all the details you'll need. So I'll skip the steps, except to point out couple of caveats you need to consider.
- automake versions above 1.9 will give you an error when building MPI.NET. May be you can change the make script to work with them, but I found it easy to just install automake1.9 to solve it.
- You'll need to add /usr/local/lib to your LD_LIBRARY_PATH. Essentially what you need to do is add this path to /etc/ld.so.conf and run ldconfig as root. See documenation from Mono on this at http://www.mono-project.com/DllNotFoundException
- Make sure to do chmod +x to your dlls