That's why SQL Server Mobile Edition is around. You should include
System.Data.SqlServerCe namespace. Differing from full .Net Framework, it
requires a path to SDF file (on device), instead of "server\instance,port"
notation in connection string.
I solved my problem already. The problem was that I upgraded solution from
VS2005 and upgrading process changed reference System.Data.SqlServerCe to
version 3.5. I didn't read the warning. After few more upgrades I finally
read the information .