Running .NET binary with mono
See this link

Basically what you have to do is to use one of the Mono tools (mkbundle is a generic one while macpack is designed to work on Mac OS X) to link all your application executables, resources and dll in a single executable file that can be later run as a single app.

From the macpack doc:

macpack is a tool that must be used to bundle Cocoa# applications into Double-Clickable, Finder friendly, bundles on Mac OS X. It bundles static libraries and resources, as well as generates a basic info.plist into the .app bundle.

For example the following commands are used to build the CurrencyConverter.exe into an application bundle:

$ mcs -g -debug+ CurrencyConverter.cs -out:CurrencyConverter.exe -pkg:cocoa-sharp
$ rm -rf CurrencyConverter.app
$ macpack -m:2 -o:.  -r:/Library/Frameworks/Mono.framework/Versions/Current/lib/    
  libCocoaSharpGlue.dylib -r:CurrencyConverter.nib -n:CurrencyConverter 
  -a:CurrencyConverter.exe


The resulting CurrencyConverter.app is just another Mac OS X application as far as the Finder is concerned, and can be opened from Finder, or launched from Terminal using the open -a CurrencyConverter command.