SQL Server Compact connection error

I don't like to respond to my own answer, but after hours of work I have the answer!

We need:

NuGet (Better than copying the dll's from program file)

With NuGet we install:

EFCodeFirst

SqlServerCompact

EFCodeFirst.SqlServerCompact

The problem was that EF need another dll for SQL CE 4 (System.Data.SqlServerCe.Entity.dll) and we need to put some configuration on web.config:

  <system.data>
    <DbProviderFactories>
      <remove invariant="System.Data.SqlServerCe.4.0" />
      <add name="Microsoft SQL Server Compact Data Provider 4.0" invariant="System.Data.SqlServerCe.4.0" description=".NET Framework Data Provider for Microsoft SQL Server Compact" type="System.Data.SqlServerCe.SqlCeProviderFactory, System.Data.SqlServerCe, Version=4.0.0.0, Culture=neutral, PublicKeyToken=89845dcd8080cc91" />
    </DbProviderFactories>
  </system.data>

With that, all is working. I have seen like 5 different errors, so we need:

The 2 dll from SQL CE 4, the EF dll, the config in web.config and the native dll (from the package directory where NuGet downloads the library).

It seems that the web.config config is pointing to a concrete version of the SQL CE .dll and the version of the RTM package is different. I can't find the concrete version so I use the .dll from NuGet.

That's all, SQL CE 4 + EF on a remote host.

I got this error with a private install of SqlServerCE. I had a reference to System.Data.SqlServerCe.dll in my project, but I was missing other dlls (native components) needed by SqlServerCE. The "native components" are in x86 and amd64 subfolders of SqlServerCE's "private" folder. You need to make sure that they get copied to the output folder of your project.