<p>ADO.NET has the notorious DataRow class which you cannot instantiate using new.  This is a problem now that I find a need to mock it using Rhino Mocks.  </p>

<p>Does anyone have any ideas how I could get around this problem?</p>

Any time I can't mock something (I prefer MoQ over Rhino, but that's beside the point) I have to code around it.
The way I see it you only have two choices.  Pay for a superior framework such as TypeMock that can mock ANY class, or code a wrapper around classes that weren't written to be mocked.
Its a sad state of affairs in the framework.  TDD wasn't a big concern back in the 1.1 days.