Not the best solution heh but...
I tried the Generate Script method above and it did not work out for me because the script generated a "print x records" line for every 400 records. I needed to tranfer 65535 records to a table in SQL Server Compact and the script generated crashed at "print x records". I was not able to figure out how to turn off the print operation in generate script.
After 3 hours of Trial/error and google searches in a windows 7 PC:
1. Use SQL Server management Studio and do a Select statement
2. Right click on the result set and copy
3. Using Visual Studio > open the table
4. Right click paste
In other words I copied and pasted the entire result set to the SQL compact table. Overnight all 65535 records were copied. The down side? 12 hours.