Help - Can't Get Compact Edition To Work With CE.NET 4.2 !

I have a Symbol MK1200 device (Intel XScale processor) running CE.NET 4.2 and when I try
to reference any SQL objects I get the error:

Can't find PInvoke DLL 'sqlceme30.dll'

The documentation says that Compact Edition is supported on CE.NET 4.2,
(ms-help://MS.SSCE.v31.EN/ssmmain3/html/ee220634-55c9-4123-85c4-4e6ceb07f942.htm)
but I came across a hotfix (http://support.microsoft.com/kb/924811/) which
contradicts this and says CE.NET 4.2 is not supported by default.

Can someone clarify this for me? I know that VS.NET 2005 doesn't support debugging of CF 2.0
apps to CE.NET 4.2 devices but I thought I could manully deploy a CF 2.0 SP1 application with SQL
Compact Edition (although I'm still not sure whether I need the hotfix) ?

Either way I've been playing around and here is what I found ...

1. I installed CF 2.0 SP1 and verified a simple 'Hello World' application could deploy. All worked ok.
2. I downloaded & installed the SQL Compact Edition CABs on the device manually from
'SmartDevicesSDKSQL ServerMobilev3.0wce400armv4'.
I opened Query Analyzer on the device and it worked i.e. I could open a database, run query, etc.
3. I modified my application with the following sample code:

try
{
SqlCeCommand sqlCmd = new SqlCeCommand();
}
catch (Exception exception)
{
MessageBox.Show(exception.ToString());
}

Once again, just deploying (not debugging) the app. and got the error above 'Can't find PInvoke DLL 'sqlceme30.dll'

4. I installled the HotFix from http://support.microsoft.com/kb/924811/, now Query Anaylzer did not work even though it did work pre-hotfix install, and I'm still getting the same error when I test my code.

Can anyone shed any light on this? It's driving me up the wall ;o)