It's definitely not something we've had reported before.  We'll take a look and see if it repros for us.

I realize this is way late, but in the even a web search gets someone to this question, here's a fairly complete example.

It is likely that you didn't deploy the "static" items to the target device (the aspx files, css, etc.)  

WinMo has a different shell than vanilla CE.  It has no lower taskbar with a tray, which is where NotifyIcons show up.  Use notifications for WinMo to get the toast at the top of the screen.

Building as a 3.5 project or 2.0?

Check the AssociatedAccessPoint property of the NetworkInterface.

See my response to your other question.

OpenNETCF.IO is a namespace.  One assembly can contain many namespaces.  The OpenNETCF.IO namespace items are contained primarily in the OpenNETCF.DLL assembly.

FTP is pretty straightforward.  I'd start with the RFC on FTP, a Socket and maybe a sample implementation.

It appears that Microsoft completely removed WZC from Compact 7, replacing it with the Native WiFi API.  The SDF doesn't currently support the Native WiFi API set.