Multiple-step OLE DB operation generated errors

I'm using Native OLE DB Provider to connect my SQL SERVER CE 3.5 Database.

Here is my connection string..

Provider=Microsoft.SQLSERVER.CE.OLEDB.3.5;Data Source=E:\filename.sdf;
SSCE:Max Database Size=500;

when I enter the above mentioned value in DataSource property in the NEW OLEDB CONNECTION WIZARD, I'm getting the error message as

TITLE: Connection Manager
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Test connection failed because of an error in initializing provider. Multiple-step OLE DB operation generated errors. Check each OLE DB status value, if available. No work was done.

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It is working fine if entering the below connection string

Provider=Microsoft.SQLSERVER.CE.OLEDB.3.5;Data Source=E:\filename.sdf;

Please suggest a solution.