Right now it seems like .NET CF 3.5 SP1 SqlProvider doesn't support encrypted connections while SQL Azure requires an encrypted connection.
In addition it seems that OLEDB is not supported.
Is there any way I can connect? I basically want to use the provided SQL infrastructure (e.g. SqlProvider) in .NET CF 3.5 SP1 to manipulate my SQL Azure database as I need to support applications on legacy devices.
You're right. There's a way using a workaround instead, you can create an ASP.NET Web/WCF Service to Windows Azure that communicates with SQL Azure, and make Web service calls from your mobile application. It's also possible to use other frameworks with
the same approach (you can make the same web service through Java or PHP and delegate this connection to the service, meanwhile we have no direct support for the compact framework.
Please if this is an option for you and you find the answer helpful, don't forget to mark as an answer,