Hi,
In mobile device application development, the path is always relative to "Mobile Device" root("Mobile Device" option appears only if you are connected to device or emulator using ActiveSync) instead of C drive. As when at runtime the application is launched using either emulator or device which use "\" as the root path. Emulator or device does not know what is "C:". ;)
Keep your sdf file in side "\" ( which is also called "My Mobile Based Device" then provide the path of sdf.
Example: If your sdf file location is like following :
Inside My Computer --> Mobile Device -->My Windows Mobile Based Device --> <your folder="" name="">\YourSdfFile.sdf
Then in application give the path this way "\<Your Folder Name>\YourSdfFile.sdf"
String sConnString = @"\MyFolder\sample.sdf"
NB: In My computer explorer "Mobile Device" option appears only if you are connected to device or emulator using ActiveSync.