It's not free, but this is a nice library that I have used before:
NetGender for .NET allows you to
quickly and easily build Name
Verification, Parsing and Gender
Determination into your custom
applications. Accurately verify
whether a particular field contains a
valid individual or company. NetGender
uses a 100,000+, ethnically diverse,
Name Dictionary in combination with an
8,000+ Company Name Dictionary to
ensure precise gender determination.
http://www.softwarecompany.com/dotnet/netgender.htm
