In the last blog entry I talked about using System.Transactions in SQLCLR code. But don't try this yet, the keyword here is *will* be used. I base this on a few bugs that I filed on System.Transactions/SQLCLR being closed as “this will be fixed in beta 3”. And a statement on a public newsgroup by Pablo Castro (who would know better than Pablo?) that you'd roll back in a SQLCLR trigger by using: Transaction.Current.Rollback().
But don't try this yet. Even in the latest CTPs, using SQLCLR and System.Transactions yields some nasty messages referring to methods in EnterpriseServices.dll and fails. If I had to guess, this support would be completed about the same time as the merge of the SqlClient and SqlServer data providers. Watch this space.