Replacing a SQL Server 2005 Express Database with a SQL CE 3.5 database

I am just googling for the past few days to find out the answer to this problem..
I have an app developed over few man-years of effort - with vb.net and SQL 2005 Express Db. Now we use VS 2010 sp1 with .net 3.5 sp1.  We have used plain T-SQL commands and the app was performing admirably well. The DB has about forty tables. The data
volume is about 200 to 300 mb max - but mainly it stays about 50 to 60 mb in many places. We are also using XML data transfers to backup the data.
Now we want to shift to SQL CE 3.5 or 4.0 - just to avoid the pain of SQL Express download and installation by the users. We have successfully created a 3.5 and 4.0 sdf files. But when we change the connection from a mdf file to the sdf file in the VS2010 settings
area, it just goes fine - the connection string is accepted and the app starts. But we get the usual error no 26 - unable to locate the database file - and a five line message that it is not able to connect to the sql server.
Are we missing something ? We have included the sqlce dll in the references.. but just not able to make the app connect to the sdf file..
All the codes, datasets, adapters, queries are just intact in the app - but just we are not able to connect to the sdf database.
We would appreciate help in this regard and also in doing a build with SQL Ce with Inno Setup which we have been using so long.
Finally there is too much of SQL CEs around - but 3.5, 3.5 sp2 and now CE 4.0 seems to be ones to go in for. Which one is really the best for our app - 3.5 or 4.0 ?
Thanks in advance.

we change the connection from a mdf file to the sdf file ... All the codes, datasets, adapters, queries are just intact in the app...
Agree with Erik, just changing the connection string don't work, you have to use data access components from
System.Data.SqlServerCe Namespace instead of
System.Data.SqlClient Namespace
Olaf Helper
[ Blog] [ Xing] [ MVP]

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