The Dependency Inversion Principle with .NET Framework classes

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I'm trying to understand SOLID principles, in particular The Dependency Inversion Principle.

In this is SO answer it is explained very well.

I think I have understood that I can't create any instance of a class inside my class. Is it right?

But if I have to save to disk some content, can I create an instance of System.IO.File or do I have to inject it?

I don't understand where is the limit, if I can't instance my own classes or if I can't either instance .NET Framework classes (or whatever other framework).

UPDATE:
I think File is a bad example because is declared as static.

By the way, does this principle apply to static classes?

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