There are lots of third party dll to implement OCR in .net
You can use Tesseract OCR in C# by following the instructions given in http://stackoverflow.com/questions/30328/ocr-with-the-tesseract-interface.
http://maniish.wordpress.com/2007/03/03/tesseract-ocr-library-successfully-compiled-in-window/ might also be of interest. Seems they got the source to compile on Windows.
hope this helps you