Arnaldo,
There is *no* equivalent in C# which at first may seem a little dissapointing. The VB.NET with..endwith does more than save on keystrokes, the compiler actually generates an intermediate object/variable which results in fewer method calls and ultimately faster execution.
The C# language guys have explained their reasoning and give examples of how to gain speed improvements without having with..endwith.
http://msdn.microsoft.com/vcsharp/programming/language/ask/withstatement/Regards
Neil