The neverending Linux Lib chase

I am getting *so* tired of Linux, every now and then! I had some issues with my previous hosting party, so I switched to a new one, and I am currently renting a CentOs 5.2 64-bits server there. I got my IBM Lotus Domino server installed just fine, but the fun started when I tried to build an OpenSim install. I know I need Mono and Nant for that, so I installed those with a couple of yum commands, after adding the necessary repositories (see here). Getting OpenSim is easy, running prebuild too, but the fun starts with Nant. Nant actually builds the necessary executables, and this process fails with this error:

[csc] /opt/opensim/OpenSim/Region/ScriptEngine/Shared/CodeTools/Compiler.cs(34,17): error CS0234: The type or namespace name `JScript' does not exist in the namespace `Microsoft'. Are you missing an assembly reference?
[csc] Compilation failed: 1 error(s), 0 warnings
BUILD FAILED - 0 non-fatal error(s), 1 warning(s)

/opt/opensim/OpenSim/Region/ScriptEngine/Shared/CodeTools/OpenSim.Region.ScriptEngine.Shared.CodeTools.dll.build(14,10):
External Program Failed: /usr/lib/mono/2.0/gmcs.exe (return code was 1)
Total time: 0.9 seconds.

After this, it's been nothing but trying to install and reinstall mono, nant and other stuff, different versions and components, only to run into missing dependencies time and time again. Missing this.so, missing lib.xyz..0.08.so, missing another.yaddayadda.so - it goes on and on, two evenings in a row.

The worst are people who suggest that you should install a certain library to fix this. How am I supposed to know what package to install to get that library?? Half of the time is lost with googling names just to find out what the heck it is I need to install. And of course, when I fin$d the right package for that library, it will fail because of a missing dependency..