In linux the cfsml bindings are in libcsfml-@MODULE@.so.2.0.0 files. In sfmlnet the dll imports expects names like "csfml-@MODULE@-2".
The solution, that doesn't require messing with filenames, is adding config files next to sfmlnet dlls:
File sfmlnet-@MODULE@-2.dll.config
<configuration>
<dllmap dll="csfml-@MODULE@-2" target="libcsfml-@MODULE@.so.2.0.0"/>
</configuration>
"@MODULE@" is one of "sound", "graphics" and "window"
I know, that it's easier just to rename file, but I'm working at packaging sfml2 for openSUSE, Fedora and Mandriva and I must follow some shared library policies.