If you want to know how to customize every bit of CLR, you should read Steven Pratschner's book

Customizing the Microsoft .NET Framework Common Language Runtime

http://www.amazon.com/exec/obidos/tg/detail/-/0735619883/qid%3D1119055133/sr%3D11-1/ref%3Dsr%5F11%5F1/102-4861849-1761741

I feel grateful for Steven to put my name in the acknowledgement list. At the time when Steven was writing the book, I was working remotely in California and I could only help Steven through email.

The contents related to my work are Chapter 7, 8 and 9.