Using the caret over the type declaration you just typed, press CTRL + ALT + F10, a context menu will appear prompting you to add the using statement. Also obvious (see JohnD Response) CTRL +. also works, and I just tried it, cool, every day we learn something new!
EDIT
oops! sorry it should be: SHIFT + ALT + F10

Of course, this depends on the availability of the appropriate dll assembly in the project.

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