Hi Klas,
As the DirectoryEntry class is basically a wrapper over the top of ADSI you should be able to use the ADSI WinNT provider to bind to the local machine and add the user to the groups, rather than the LDAP provider.
This page shows you how to do it using ADSI, it shouldn't be too hard to translate this to DirectoryEntry usage.
http://msdn.microsoft.com/library/default.asp?url=/library/en-us/adsi/adsi/iadsgroup_add.asp
Cheers
Dave