Ok here is how I would implement this solution.

1. Create the remote database
- I create the remove database. optimize it as much as I can.
1.1. Column indexing : anything you would use in a WHERE clause. index it.
1.2. view creation : For read-only purposes...common data that would be access regularly.
since this application will be distributed to clients...there will be a lot of reading to the main database and having views seriously speeds things up.
1.3. stored procedures. The less data I have to send to the server. the better.

2. Creating the applications local data store
2.1. I would XML Database ( heard of xpath ? ).
note : XML is the fastest and most compatible way to move data around.
note : the XML schema needs to be a replication of that your main database used.
note : to keep things secure you could access a page such as .aspx or .php to act as a proxy between your xml data files and application. you can then serve these files without any anon user knowing it's actual path.

3. building the application and making it work with your local data store
insert, update, delete, select, create etc

4. updating the main data store.
I have 3 ways for this.
4.1. windows service.
if you have direct access to server. you can write and install a windows service that will update your main data store every 8 hours or so.

4.2. SQL Server import data.
if you have access to the SQL server. you can use built in functionality to IMPORT the data.
here is an example of what you can do : with xml to/from SQL.
http://msdn.microsoft.com/en-us/library/ms191184.aspx

4.3. update on request if expired.
you create a text file on the server which will store a time value of your last update to the main db. each time you application is accessed you read this time value. if the time value falls within an 8 hour period or more. the application will update the DB ( not really recommended )

Advantages :
using XML as your local data store would - in most cases -give near split second query processing. ( yes even with your 12000 rows )
updating the remote location as a batch would be better as SQL Server supports batch execution nicely.
see here :
http://www.teratrax.com/tdm/help/queries.html

Thanks A_O
at the end:

- have a server app that takes some args
- call that from client ppc using: EXEC master..xp_cmdshell @cmd and passing what i was passing with the socket (in this way i don't have any more the problem of multiple calls)
and replay back a confirm with the url of a created sdf from the server... in a wamp folder
- the client downloads from that address the database...

tested: 50 000 rows ~ 22-25 sec

the only thing that complicates a little bit the situation is that i can't enable the filesharing on windows ce... i wasn't able at least... and so i have to do this thing of putting that file in wamp but i think in this way can synchronize from every were having a wireless connection.

But i want to see and to try xml too..

Anyway thanks again for the idea..

Daniel

yea 22.25 sec but for server to prepare a sdf file and to the client pocket pc to download the sdf file...
and when i tried with direct connection with the sql server, writing down to the sdf database with simple insert, it took 55.60 sec to get 12 000 rows...

//For creating the database file

            string connectionString = @"DataSource='c:/Debug/" + dbname + ".sdf'; Password=''";
            SqlCeEngine en = new SqlCeEngine(connectionString);
            en.CreateDatabase();

            SqlCeConnection conn = new SqlCeConnection(@"Data Source=C:/Debug/" + dbname + ".sdf;Password=''");
            conn.Open();
            string query = "create table art ( bc nvarchar (40) not null, scrn nvarchar (100) not null)";

            SqlCeCommand cmd = new SqlCeCommand(query, conn);
            cmd.ExecuteNonQuery();

// for filling it..

            SqlCeConnection conn = new SqlCeConnection(@"Data Source='c:/Debug/" + dbname + ".sdf'; Password=''");


            conn.Open();
            string Server = "erss";
            string Username = "Sa";
            string Password = "";
            string Database = dbname;

            string ConnectionString = "Data Source=" + Server + ";";
            ConnectionString += "User ID=" + Username + ";";
            ConnectionString += "Password=" + Password + ";";
            ConnectionString += "Initial Catalog=" + Database + ";";


            SqlConnection SQLConnection = new SqlConnection();
            try
            {

                SqlDataReader myReader = null;
                SQLConnection.ConnectionString = ConnectionString;
                SQLConnection.Open();

                SqlCeCommand cmd = conn.CreateCommand();

                string strSQLCommand = "select bc, scrn from art where bc is not null and scrn is not null";
                
                SqlCommand command = new SqlCommand(strSQLCommand, SQLConnection);
                myReader = command.ExecuteReader();

                

                while (myReader.Read())
                {
                    string code = (string)myReader["bc"];
                    string scrn= (string)myReader["scrn"];

                    cmd.Parameters.Clear();
                    cmd.CommandText = "INSERT INTO art (bc, scrn) Values(@code, @scrn)";

                    cmd.Parameters.AddWithValue("@code", code);
                    cmd.Parameters.AddWithValue("@scrn", scrn);
                    cmd.ExecuteNonQuery();

                }

                
                myReader.Close();
                conn.Close();
                SQLConnection.Close();
                string from = @"C:/Debug/" + dbname + ".sdf";
                string to =@"C:/wamp/www/dbsppc/" + dbname + ".sdf";

                File.Move(from, to);
                Console.WriteLine("OK");

lets look at this code of yours.

//For creating the database file

            SqlCeEngine en = new SqlCeEngine(connectionString);
            en.CreateDatabase();

            SqlCeConnection conn = new SqlCeConnection(@"Data Source=C:/Debug/" + dbname + ".sdf;Password=''");
            conn.Open();

string query_sp = "exec sp_insert_art @code, @scrn";
// compare this to your current which is
// you sending about 50% less data to the server already when using a stored proc
// you also don't need to change the rest of your code...just the query line
string query_hard = "INSERT INTO art (bc, scrn) Values(@code, @scrn)";
/// your command text would be
cmd.CommandText = query_sp;

// also looking at this
string strSQLCommand = "select bc, scrn from art where bc is not null and scrn is not null";
//this could become
string strSQLCommand = "exec sp_getmydata";