I have setup the web.config as outlined in the documentation. The following code fails with "The ConnectionString property has not been initialized".
using (SqlCeConnection conn = new SqlCeConnection())
conn.ConnectionString = ConfigurationManager.ConnectionStrings["ApplicationServices"].ConnectionString;
ErikEJ.SqlCeMembershipProvider provider = new ErikEJ.SqlCeMembershipProvider();
// Line fails with exeception "The ConnectionString property has not been initialized"
MembershipUser user = provider.GetUser("TestUser", false);