First, if you have not seen it yet, this white paper is essential reading when trying to determine whether to choose SQL Express Edition vs. SQL Compact Edition.
http://www.microsoft.com/sql/editions/compact/sscecomparison.mspx
Addressing your specific issue would depend on what version of EntitySpaces you are using. At the end of 2006 MS removed the device only restriction on SqlCe and started promoting it as a single-user, embedded, desktop alternative. This distinction did not make it into EntitySpaces 2007.1.1210.0. The EntitySpaces.SqlClientProvider.Ce assembly still required the use of the Compact Framework, and was designed with mobile devices in mind.
Starting with ES 2008, we have renamed assemblies to make the distinction between database compact editions and the .NET Compact Framework much clearer, and we ship separate EntitySpaces.SqlCeClientProvder and EntitySpaces.SqlCeClientProvider.CF assemblies. All the providers listed in this Blog post are included in ES 2008 Beta III (2008.0.0509.0).
http://www.entityspaces.net/blog/2008/03/10/EntitySpaces+2008+Alpha+Released.aspx
With that in mind, which version of SqlCe are you using? Is this a disconnected app? It sounds more like an Occasionally Connected app (OCA)? What specific issue are you having? Can you connect in MyGeneration or CodeSmith, and run the MetadataMap template (for OCA with SQL Server as your Generated Master) or Generated Master template (for a truly stand-alone disconnected app)?
David Neal Parsons
www.entityspaces.net