To reference the AutoCAD .NET API Files

1. In Microsoft Visual Studio, click View menu  Solution Explorer to display the Solution Explorer if it is not already displayed.

2. In the Solution Explorer, on the toolbar along the top, click Show All Files.

3. Right-click the References node and click Add Reference.

4. In the Add Reference dialog box, Browse tab, browse to the install folder of AutoCAD and select acmgd.dll. Press and hold Ctrl, and then selectacdbmgd.dll. Click OK.

   The default install location of AutoCAD is <drive>:\Program Files\AutoCAD 2011. If you installed the ObjectARX SDK, you should reference the files from the inc-win32 or inc-x64 folder.

5. In the Solution Explorer, click the plus sign to the left the References node to expand it.

6. Press and hold Ctrl, and select AcDbMgd and AcMdg from the References node.

7. Right-click over one of the selected references and click Properties.

8. In the Properties window, click the Copy Local field and then select False from the drop-down list.

SOURCE: http://docs.autodesk.com/ACD/2011/FRA/filesMDG/WS1a9193826455f5ff-3859b43c1209703a838-2ffb.htm