This code works (C# 3)
double d;
if(d == (double)(int)d) ...;
Note: Several people pointed out the (important) point that == is often problematic regrading floating point. In this cases I expect values in the range of 0 to a few hundred and they are supposed to be integers (non ints are errors) so if those points "shouldn't" be an issue for me.
d == Math.Floor(d)
does the same thing in other words.
NB: Hopefully you're aware that you have to be very careful when doing this kind of thing; floats/doubles will very easily accumulate miniscule errors that make exact comparisons (like this one) fail for no obvious reason.