With the release of the new version of CrossOver, I decided to try installing with the "Microsoft .NET Framework 2.0" from the list of "Runtime Support Components" and it worked beautifully.
Basically I created a new winxp bottle and installed "Microsoft .NET Framework 2.0", then I installed "KeePass 2.14" into that same bottle.
However in the ".NET' bottle, I don't have the drop-down menus, and the fonts are harder to read. I suppose you don't really need the menus, since the small icons across the top have all the basic functionality. On the plus side, it does launch more quickly, and it remembers the location of your key files.
Personally, I prefer running it with my original installation using mono rather than .NET.