I realize this thread is very old. But for those, who are desperate to make this DLL work, follow the instructions below:
1) Get the source of Gnu.Getopt.
2) Use MS Visual Studio 2005 or greater to open the project. I have not tried opening the project in earlier versions.
3) In Gnu.Getopt project, edit AssemblyInfo.cs
4) Comment the last section, where the lines start with [assembly:SecurityPermission(
5) Now compile Gnu.Getopt
6) Use the new DLL in your project
I hope this works out for you.