Pocket PC app: making a connection to a non-local server

I'm creating an application for a pocket pc and I need to connect to a server that is not on my local machine. I was given a url to a dll file on that server, and I'm not exactly sure if that fits in anywhere in this process.

I used this site for some help, and I was able to first create a SQL Server CE database on the mobile device (in the emulator), and the next step would be making the connection to the server so I can pull information off of it and add it to the CE database. What information would the connection string have to contain? Any help is appreciated! Thanks!

UPDATE: forgot to mention that I'm using VB in .Net 2003

look here under sql server ce merge/replication.... its probably what you nned