There are some limitations in NETMF and/or the lwIP integration regarding change of IP.
With Netduino.IP, we'll be able to get overcome some of those. We're currently working on a way to change IP settings on the fly. It's not ready to go today--but we should be able to include it in a firmware update later this year. Then you'll get the benefit of a managed code network stack and the ability to change IP settings on the fly

Chris