If you want to script the Sun-of-Strike (SoS) managed .Net debugging extension (see WinDbg, Cdb, Sun-Of-Strike and Util - Start SoSNet (O2 Version).exe post) you should read the Scripting SoS.net pdf (embedded bellow) since it provides a detailed explanation (with tons of scripts) of how I used the O2 Platform to script (in realtime) SoS and to create the Util - Start SoSNet (O2 Version) v1.0.exe tool (see also the SunOfStripeAPI.cs and SosNet scripts folder)
This pdf (created in June 2012, so a little bit out-of-date on the latest O2 APIs and capabilities) is also a good example of how to add the O2 REPL scripting capabilities to an external .Net Application
Another option is to use the MDbg (Managed Debugger Sample) which you see at Scripting MDbg and DbgHostLib post
