Hi Jose,
You *should* be able to do this, with some work:
1) Cocoa requires you run in an .app bundle, so you'll have to create a MonoMac .app bundle, then instead of creating a cocoa window for your app, create your windows forms based UI. You could use Eto.Forms for the app startup on MonoMac.
2) To startup the windows forms code, you'll most likely have to do that in a separate thread than the cocoa app, so you'll have two main loops (one for cocoa, one for windows forms), each running in a different thread.
3) You should then be able to use any Eto.Forms code (to show dialogs, forms, etc), though setting the parent of a dialog I'm not sure of, as it'll have to somehow get the Cocoa window handle from the windows forms window. This may get a bit complicated as the eto.forms code will need to be executed in the main thread, whereas your windows forms code will have to run in the separate thread you created in #2. Fortunately, you can do this using Invoke() calls pretty easily.
4) You probably won't be able to embed a cocoa/eto control inside of a windows forms control in this scenario though, however if you use a separate Eto.WinForms.Platform instance in your windows-forms thread, this would theoretically work as well.
Hope this helps get you started! There has been a lot of care put into Eto.Forms to allow for multiple platforms running in various threads for this particular scenario, so it should work well. However, I have not tested this.
If you run into issues, let me know - I may be able to put together a little sample that would show how to do this.
Cheers!
Curtis.