Dynamical and structural properties of small He-4(N)-N2O complexes have been analyzed using ground-state and finite-temperature Monte Carlo simulations. The effective rotational constants resulting from the ground-state calculations are in excellent agreement with the results of a recent spectroscopic study [Y. Xu , Phys. Rev. Lett. 91, 163401 (2003)]. After an initial decrease for cluster sizes up to N=8, the rotational constant increases, signaling a transition from a molecular complex to a quantum-solvated system. Such a turnaround is not present in the rotational constants extracted from the finite-temperature Monte Carlo calculations, performed for Boltzmann statistics, thus highlighting the importance of exchange effects to explain the decoupling between a solvated dopant and the helium motion. (C) 2004 American Institute of Physics.