I've solved the task.
Imports System.Reflection
Dim eventInfo As EventInfo = connection.GetType.GetEvent("InfoMessage")
Dim eventType As Type = eventInfo.EventHandlerType
Dim handlerInfo As MethodInfo = Me.GetType.GetMethod("InfoMessageHandler")
Dim handler As [Delegate] = [Delegate].CreateDelegate(eventType, Me, handlerInfo)
eventInfo.RemoveEventHandler(connection, handler)
eventInfo.AddEventHandler(connection, handler)
This code do not require importing the System.Data.SqlServerCe.SqlCeConnection namespace and works with any SQL Server Compact version.