i've created the solution.
SQL Server Compact Edition is comprised of 7 dlls:
- sqlceme40.dllThe undocumented, native, flat API library (The .net- System.Data.SqlServerCe.dllassembly is a wrapper around this dll)
- sqlceca40.dllA COM dll that implements- Engine,- Replication,- Errorand a few other COM objects
- sqlceoledb40.dllA COM dll that implements an OLEdb provider for SSCE (allowing the use of ADO)
- sqlcese40.dllunknown
- sqlceqp40.dllunknown
- sqlcecompact40.dllunknown
- sqlceer40en.dllunknown
The problem with trying to simply ship these dlls is that two of them are COM objects. COM object dll's need to be registered, e.g.:
>regsvr32 sqlceca40.dll
>regsvr32 sqlceoledb40.dll
The problem is that registering a COM object requires administrative privileges (using a global solution to solve a local problem). This means that your users would
- have to install your application (which you don't want to do)
- requires your users to have administrative permissions (which you don't want to do)
Fortunately, starting in 2001 with Windows XP, Microsoft solved this COMmon problem: Registration-Free COM.
First, you will declare that your application has a "dependancy" on SQL Server Compact Edition 4.0. You do this by authoring an assembly manifest:
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<assembly xmlns="urn:schemas-microsoft-com:asm.v1" manifestVersion="1.0"> 
    <assemblyIdentity 
        version="1.0.0.0"
        processorArchitecture="X86"
        name="client"
        type="win32"
    /> 
    <description>Hyperion Pro</description> 
    <!-- We have a dependancy on SQL Server CE 4.0 -->
    <dependency>
        <dependentAssembly>
            <assemblyIdentity
                type="win32"
                name="Microsoft.SQLSERVER.CE.4.0"
                version="4.0.0.0" processorArchitecture="x86"
            />
        </dependentAssembly>
    </dependency>
    <!-- We are high-dpi aware on Windows Vista -->
    <asmv3:application xmlns:asmv3="urn:schemas-microsoft-com:asm.v3">
        <asmv3:windowsSettings
            xmlns="http://schemas.microsoft.com/SMI/2005/WindowsSettings">
            <dpiAware>true</dpiAware>
        </asmv3:windowsSettings>
    </asmv3:application>
    <!-- We were designed and tested on Windows 7 -->
    <compatibility xmlns="urn:schemas-microsoft-com:compatibility.v1">
        <application>
            <!--The ID below indicates application support for Windows 7 -->
            <supportedOS Id="{35138b9a-5d96-4fbd-8e2d-a2440225f93a}"/>
            <!--The ID below indicates application support for Windows Vista -->
            <!--supportedOS Id="{e2011457-1546-43c5-a5fe-008deee3d3f0}"/-->
        </application>
    </compatibility>
    <!-- Disable file and registry virtualization -->
    <trustInfo xmlns="urn:schemas-microsoft-com:asm.v2">
        <security>
            <requestedPrivileges>
                <requestedExecutionLevel level="asInvoker" uiAccess="false"/>
            </requestedPrivileges>
        </security>
    </trustInfo>
</assembly>
You can place this file beside your executable (as Hyperion.exe.manifest), or you can build it into your application as an RT_MANIFEST resource.
Notice that we have a dependancy against as assembly called Microsoft.SQLSERVER.CE.4.0. We create this assembly first by creating a directory called:
Microsoft.SQLSERVER.CE.4.0
When you deploy your application, you will place all 7 dll's that comprise this "assembly" into this Microsoft.SQLSERVER.CE.4.0 subfolder, along with a special .manifest file:
C:\
╰──Users
   ╰──Ian
      ╰──AppData
         ╰──Local
            ╰──Hyperion Pro
               ├──Hyperion.exe
               ├──Hyperion.exe.manifest
               ╰──Microsoft.SQLSERVER.CE.4.0
                  ├──sqlceme40.dll
                  ├──sqlceca40.dll
                  ├──sqlceoledb40.dll
                  ├──sqlcese40.dll
                  ├──sqlceqp40.dll
                  ├──sqlcecompact40.dll
                  ├──sqlceer40en.dll
                  ╰──Microsoft.SQLSERVER.CE.4.0.manifest
In other words, the application folder contains your application, and the Microsoft.SQLSERVER.CE.4.0 folder:
 Directory of C:\Users\Ian\AppData\Local\Hyperion Pro
05/29/2012  09:23 AM         1,899,008 Hyperion.exe
05/28/2012  01:46 PM             1,587 Hyperion.exe.manifest
05/29/2012  09:27 AM    <DIR>          Microsoft.SQLSERVER.CE.4.0
           2 File(s)      1,900,675 bytes
           1 Dir(s)  20,851,503,104 bytes free
The next part of your task is to define the Microsoft.SQLSERVER.CE.4.0.manifest file. Registration-free COM allows a manifest file to declare all the COM objects and their clsid's. This took a lot of reverse engineering. But the assembly manifest for SQL Server Compact Edition 4.0 is:
Microsoft.SQLSERVER.CE.4.0.manifest:
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<assembly xmlns="urn:schemas-microsoft-com:asm.v1" manifestVersion="1.0">
<assemblyIdentity 
       type="win32"
       name="Microsoft.SQLSERVER.CE.4.0"
       processorArchitecture="x86"
       version="4.0.0.0" />
<!-- OLEDB Provider -->
<file name = "sqlceoledb40.dll">
    <comClass
            description = "Microsoft SQL Server Compact OLE DB Provider for Windows"
            clsid="{2006C53A-C915-41EA-BAA9-9EAB3A1FBF97}"
            threadingModel = "Both"
            progid = "Microsoft.SQLSERVER.CE.OLEDB.4.0" />
</file>
<!-- Native flat engine library -->
<file name="sqlceme40.dll" />
<!-- Engine and Replication COM object -->
<file name="sqlceca40.dll">
    <comClass description="Active SSCE Engine Object"
            clsid="{68D45319-3702-4837-9F8E-DA6845D82482}"
            threadingModel="Both"
            progid="SSCE.Engine.4.0" />
    <comClass description="SSCE Error Object"
            clsid="{36228F21-B5C7-4054-8DC2-47D3E236E8B5}"
            threadingModel="Both"
            progid="SSCE.Error.4.0" />
    <comClass description="SSCE Param Object"
            clsid="{0B3A7B75-A9B0-4580-9AA5-1A7DA47AD1CB}"
            threadingModel="Both"
            progid="SSCE.Param.4.0" />
    <comClass description="Active SSCE Replication Object"
            clsid="{11D5B2D4-26A4-44F5-A48B-0FAC3A919ED8}"
            threadingModel="Both"
            progid="SSCE.Replication.4.0" />
    <comClass description="Active SSCE remote data access Object"
            clsid="{58BC9AD6-BF11-40B3-9AB1-E3F2ED784C08}"
            threadingModel="Both"
            progid="SSCE.RemoteDataAccess.4.0" />
    <typelib tlbid="{CE4AACFA-3CFD-4028-B2D9-F272314F07C8}"
            version="4.0" 
            helpdir=""/>
</file>
<comInterfaceExternalProxyStub 
    name="ISSCEEngine"
    iid="{10EC3E45-0870-4D7B-9A2D-F4F81B6B7FA2}"
    proxyStubClsid32="{00020424-0000-0000-C000-000000000046}"
    baseInterface="{00000000-0000-0000-C000-000000000046}"
    tlbid = "{CE4AACFA-3CFD-4028-B2D9-F272314F07C8}" />
<comInterfaceExternalProxyStub 
    name="ISSCEError"
    iid="{31155A3B-871D-407F-9F73-DEBFAC7EFBE3}"
    proxyStubClsid32="{00020424-0000-0000-C000-000000000046}"
    baseInterface="{00000000-0000-0000-C000-000000000046}"
    tlbid = "{CE4AACFA-3CFD-4028-B2D9-F272314F07C8}" />
<comInterfaceExternalProxyStub 
    name="ISSCERDA"
    iid="{4F04F79D-1FF1-4DCD-802B-3D51B9356C14}"
    proxyStubClsid32="{00020424-0000-0000-C000-000000000046}"
    baseInterface="{00000000-0000-0000-C000-000000000046}"
    tlbid = "{CE4AACFA-3CFD-4028-B2D9-F272314F07C8}" />
<comInterfaceExternalProxyStub 
    name="ISSCEParams"
    iid="{A78AFF90-049C-41EC-B1D8-665968AAC4A6}"
    proxyStubClsid32="{00020424-0000-0000-C000-000000000046}"
    baseInterface="{00000000-0000-0000-C000-000000000046}"
    tlbid = "{CE4AACFA-3CFD-4028-B2D9-F272314F07C8}" />
<comInterfaceExternalProxyStub 
    name="ISSCEParam"
    iid="{A9876C60-2667-44E5-89DB-E9A46ED392C0}"
    proxyStubClsid32="{00020424-0000-0000-C000-000000000046}"
    baseInterface="{00000000-0000-0000-C000-000000000046}"
    tlbid = "{CE4AACFA-3CFD-4028-B2D9-F272314F07C8}" />
<comInterfaceExternalProxyStub 
    name="ISSCEErrors"
    iid="{C40143CA-E9F9-4FF4-B8B4-CC02C064FC1B}"
    proxyStubClsid32="{00020424-0000-0000-C000-000000000046}"
    baseInterface="{00000000-0000-0000-C000-000000000046}"
    tlbid = "{CE4AACFA-3CFD-4028-B2D9-F272314F07C8}" />
<comInterfaceExternalProxyStub 
    name="ISSCEMerge"
    iid="{C6EB397F-D585-428D-A4F4-454A1842CB47}"
    proxyStubClsid32="{00020424-0000-0000-C000-000000000046}"
    baseInterface="{00000000-0000-0000-C000-000000000046}"
    tlbid = "{CE4AACFA-3CFD-4028-B2D9-F272314F07C8}" />
<file name="sqlceqp40.dll" />
<file name="sqlcese40.dll" />
<file name="sqlcecompact40.dll" />
<file name="sqlceer40EN.dll" />
</assembly>
The a final gotcha is that, in the same way we have a dependancy on an assembly called Microsoft.SQLSERVER.CE.4.0, SQL Server Compact Edition 4.0 in turn has a dependancy on an assembly called Microsoft.VC90.CRT. Fortunately your install of SQLCE ships with a copy of this assembly:
Microsoft.VC90.CRT
├──Microsoft.VC90.CRT.manifest 
╰──msvcr90.dll
This means the final directory structure is:
C:\
╰──Users
   ╰──Ian
      ╰──AppData
         ╰──Local
            ╰──Hyperion Pro
               ├──Hyperion.exe
               ├──Hyperion.exe.manifest
               ╰──Microsoft.SQLSERVER.CE.4.0
                  ├──Microsoft.SQLSERVER.CE.4.0.manifest
                  ├──sqlceme40.dll
                  ├──sqlceca40.dll
                  ├──sqlceoledb40.dll
                  ├──sqlcese40.dll
                  ├──sqlceqp40.dll
                  ├──sqlcecompact40.dll
                  ├──sqlceer40en.dll
                  ╰──Microsoft.VC90.CRT
                     ├──Microsoft.VC90.CRT.manifest
                     ╰──msvcr90.dll