Do you know if your library can be used with the Compact Framework.

I'm getting a MissingMethodException when I try to instantiate a SecurityOptions object and I'm not sure if it's something wrong that I am doing, or if it's just an incompatibility with the .NET Compact Framework

We haven't actually tried it with the Compact Framework and the library certainly isn't designed with that framework in mind.
If you get a MissingMethodException error, it's probably because the library uses some functions that are not supported on the Compact Framework or Windows CE.