Sql Server Compact (CE) issue - "Can't find PInvoke DLL 'sqlceme35.dll'"

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ASP.NET

Hi,

I installed Sql Server 2008 r2 and later installed sql server compact sp2 for windows mobile. Its working fine. Now I'm trying to connect Sql Server CE through VS 2008 (New-project-Smart Device-Smart Device Project).
It is giving an error-
"Can't find PInvoke DLL 'sqlceme35.dll'"

I just don't know what to do and how to proceed.
I'm not having any smart device, just using USA Windows Mobile 5.0 Pocket PC R2 Emulator.

Some of them (searched on internet) are saying to install some CAB files on my smart device, which obviously i don't have one.

This is my code:

private void menuItem1_Click(object sender, EventArgs e)
{
    SqlCeConnection con;
    try
    {
        con = new SqlCeConnection("Data Source=C:\\Data_Base.sdf");
        con.Open();
        MessageBox.Show(con.State.ToString());
        textBox1.Text = "Hi dude...!";
    }
    catch (Exception ex)
    {
        textBox1.Text = ex.Message;
    }
    finally
    {
        con.Close();
        MessageBox.Show(con.State.ToString());
    }
}

Please suggest me how to get rid of this issue..

Also I'm unable to connect to SQL Server 2008 directly using Smart Device Applications...