Installed package EntityFramework.SqlServerCompact
and after running my project was getting this error "The operation could not be completed. Unspecified error"
Two ways to fix this:
1. Install "Visual Studio 2010 SP1 Tools for SQL Server Compact 4" - Web Platforms Installer
2. Download directly offline installer from http://go.microsoft.com/fwlink/?LinkId=212219
After running it works great