Proper solution for connecting WM terminals to DAX is to use AIF Web services. There are some issues though.
1) WCF is supported only in CF3.5
2) BasicHTTPBinding shall be used. wsHttpBinding is not supported in CF3.5
3) Binding security shall be set to Transport since None is not supported by AIF (it shall know particular web-service user) and TransportCredentialsOnly is not supported by CF3.5
3) IIS shall be configured to support SSL
4) Certificate shall be installed on each consuming device, similar to cross-domain security
If you make security setup properly the connection will be plain simple just like in
this example.