For importing .Net dlls, I normally use one of the following two approaches:
1. Use a local copy of the target system to do the import. Then use the extract option on the External Components Browser to extract the component definition to a schema file. Finally, us my normal thin client connection to load the extract into the main development environment.
2. Run a standard client connection, often called a "fat client" connection, instead of a thin client connection on my local machine to do the import into the main development environment.
Both approaches avoid any issues with missing libraries etc on the server machine if this component is only ever going to be used on the thin client machines. If you're going to use the component on the server itself, then you do need to get all the additional dependencies for .Net installed on the server anyway so it's worth persevering with getting everything installed onto the server. I normally use approach #1 as I nearly always have a recent enough local copy of the development environment on my own local machine.
Hope that helps,
BeeJay.