I guess that's a real noobie question, but I'm new to OO and .Net. I just don't understand why it can't be done.
That's an easy one. The keyword 'this' returns a reference to the current instance of the class containing it. Static methods (or any static member) do not belong to a particular instance. They exist without creating an instance of the class. There is a much more in depth explanation of what static members are and why/when to use them in the MSDN docs.
Static methods are Class specific and not instance specific. "this" represents an instance of the class at runtime, so this can't be used in a static context because it won't be referencing any instance. Instead the class's name should be used and you would only be able to access static members in the class
this represents the current instance object and there is no instance with static methods.
As an additional note, from a Static method, you can access or static members of that class. Making the example below valid and at times quite useful.
public static void StaticMethod(Object o)
{
MyClass.StaticProperty = o;
}