Although it is not that elegant, you could create your own Round function similarly to the following (it works for positive numbers, it needs some additions to support negatives):
public static double roundHalf(double number) {
double diff = number - (int)number;
if (diff < 0.25) return (int)number;
else if (diff < 0.75) return (int)number + 0.5;
else return (int)number + 1;
}