I downloaded Cassini yesterday to check that it supported XML-RPC.NET services. Everything works fine and in fact if you're using Visual Studio debugging it is much easier to run Cassini for each debug run instead of attaching to the ASP.NET process. I added a section describing Cassini to the XML-RPC.NET FAQ (see Can I run XML-RPC.NET services with other web servers?).
I also added a couple of questions about debugging: How do I monitor XML-RPC calls across the network? and How do I debug an XML-RPC.NET service?.