Ok, I checked with our .NET CF team. The higher-level .NET CF APIs, such as
the HTTP client, will call into connection manager directly. The Socket()
APIs do not, however.
You'll need to P/Invoke to the ConnMgrEstablishConnection() API to bring the
connection up, and the equivalent API to bring the connection down when
you're done. I did a quick peak for an existing wrapper but couldn't find
one. It shouldn't be too hard to wrap, however, as the parameters to the
method are all easy to marshal.
