One of the things that I curse about on a weekly basis when using .NET is when you're trying to customize an inherited class and some methods/properties can be overridden and some can't.
That seems silly to me coming from the land of Perl. The author of the original class has presumed to know which methods/props I might like/have to subclass and which ones I won't. Good old Perl. I can override anything I want and it stays out of my way.
Then of course, there are Sealed classes which can't even be inherited. I can't even create my own custom DateTime class. At least now that 3.0 has Extensions, I can add my methods to the DateTime object.