Mercury have a .NET integration partnership with Microft with LoadRunner.
There is a LoadRunner add-in which allows you to use VS.NET to develop LoadRunner scripts. This allows you to develop scripts in any of the available .NET languages and 'add-in' the VS source files for the development your testing into to your VS LoadRunner Project and access functions directly.
You can also 'add-in' built DLL's to your Project if you do not have direct access to the source code.
I've used it and it works well, not aware of any limitations other than budget!