The Netduino's power LED goes out
This happened to us a couple of times, it happens when the chip is inserted backwards. If you fix it quickly nothing will break.
Not Quite Working
Sorry to sound like a broken record but it is probably something as simple as a crossed wire.
Frustration?
Don't worry the Netduino has a great community around it. There's always someone keen to help out on the forums.
http://nedx.org/FORU