You should either mark the Real and Imag fields as readonly, or make them public properties with private setters. You can append " : this()" to the constructor's signature to make C# allow property assignments in the constructor.
Can this run with Windows Forms instead of console? I tried adding complex.dll as a reference (in Visual Studio 2005) but got the following error ar runtime:
LoaderLock was detected
DLL 'C:\Documents and Settings\Bill\My Documents\Visual Studio 2005\Projects\TestComplex\TestComplex\bin\Release\complex.dll' is attempting managed execution inside OS Loader lock. Do not attempt to run managed code inside a DllMain or image initialization function since doing so can cause the application to hang.