I've been able to generate a private key using the ECDiffieHellmanCNG in .net4 and I've also used the Bouncy Castle C# library to successfully generate private keys. I want to know why the .net 4 version generates a byte array of chars and the ECDHBasicAgreement from Bouncy Castle generates a type of BigInteger (manually implemented). I would like to be able to use these libraries interchangeably. Thanks!
Eachy Diffie-Hellman implementation uses unique set of constants to derive the shared secret from the public+private key. So neither implementation may derive the exact same shared secret from the very same key pairs. You are better off testing it for yourself or asking it on the BouncyCastle mailing lists.
Note: ECDiffieHellmanCNG is only available on Windows Vista/Windows 7 and above. On the other hand, you can use BouncyCastle on .net 1.1 and above and older Windows versions (2000, XP etc.)