Converting the existing access database to SQLCE is a pain as the SQLCE does not support create table sql queries.So to make our work easier there is a tool which makes it seamlessly easy.
Yes DataPortWizard (Check Here) tool from PrimeWork provides a easier wizard based solution for migration. It Quickly and easily transfer databases from the desktop to the Mobile Device and back. Data Port Wizard will make full copies of Microsoft Access or Microsoft SQL Server databases into SQL Server Compact Edition 4.0 (CTP1), 3.5 and 3.0, and SQL CE 2.0 databases - and back.
Check It out. (Manuals & Tutorials) , (Download Demo)
Also you can try a free web based utility at http://www.aroooy.com/mdb2sdf/ (I have not tried this utility).