See bellow...
Unfortunately seems that no one got time to port the Modbus/TCP to the Netduino (neither myself). The link on the first post is for an C#, but not targeted to the MF. So, until now, it don´t work / it is not implemented, but should work when it get done ^^
OK, so what is it that works in 4.2 Rc4?
I got the impression that Mario Vernari ported NModbus to .NET MF, but that he was not able to test it yet, but I could be wrong
It would be a really cool way to communicate with various devices through a netduino