If you haven’t heard that .Net framework source code is available while debugging under Visual Studio 2008 Professional (may be standard too?) or higher, I suggest you crawl out of the rock you are living under so far.
Specific details about how to set up your environment to enable source level debugging in FX assemblies is here. And it works too. :)
However, what amazes me is that the build tree is even more cryptic than ROTOR. Take a look at the monstrous path to AppDomain.cs.
Yes, the actual .cs file is under <blah blah blah>\AppDomain.cs\7 directory.
[Update: about one hour later]
1- Go to definition does not use this particular source server for whatever reason. Bug filed here.
2- Downloaded source code is not persisted for whatever reason. Suggestion filed here.