CF3.5 program-collation error when connecting to SQL2005 Std

I have a Symbol mobile device with Windows CE 5.0 and I add
Microsoft .NET CF 3.5 and
Microsoft SQL Client 2.0

My application connects to SQL server 2005 Standard edition.
Both server and database are with Cyrillic_General_CI_AS collation.

When I try to open the connection I get
PlatformNotSupportedException.
When I change the database collation to Latin1_General_* works fine.

What should be done so the application can connect to a database with
Cyrillic_General_* collation?
I assume that the problem is in the windows device because of the lack of
Cyrillic support. Is there a way to add it?

Thanks