For reasons I don't know Microsoft didn't put the mscorlib assembly into the GAC - only into the Framework install directory. Since we auto-populate the list of assemblies with everything in the GAC, the mscorlib didn't show up. They have changed this in .NET 2.0 - mscorlib is now in the GAC.
You can simply add the assembly to the list of private assemblies (Tools->Advanced->.NET Assembly References). It then will show up everytime in the constructor dialog.
Also - watch out for static methods. When you have created an instance of the object you can access both static and instance methods of the object. However, some .NET classes cannot be constructed - they have private constructors and all their methods are static. In this case they don't show up in the constructor dialog. You'll just need to drop the invoke node, right click on the input refnum terminal and select the class you want.