DB file cannot be found chck the path to the DB

I am developing C#-based mobile application and the exception always thrown and catched by my try catch block
Exceptin thrown : The database file cannot be found.Check the path to the database [File name = .\MyMobileDB.sdf]

the snippet code is

namespace DeviceApplication4
{
    public partial class Form1 : Form
    {
        public string strCon = @"Data Source =.\MyMobilePhoneDB.sdf; Password =123@asu";
        public SqlCeConnection SqlConn;
        public SqlCeCommand CeCmd = new SqlCeCommand();
        public SqlCeDataReader dataReader;
        public Form1()
        {
            InitializeComponent();
        }

        private void Form1_Load(object sender, EventArgs e)
        {
            try
            {
                SqlConn = new SqlCeConnection(strCon);
                CeCmd.CommandText = strCon;
                SqlConn.ConnectionString = strCon;

                MessageBox.Show("After open");

                SqlConn.Open();


                MessageBox.Show("After open");
                

                SqlConn.Close();

                MessageBox.Show("After close");
            }
            catch (SqlCeException x)
            {
                MessageBox.Show( x.ToString());

            }
        }
    }
}

This exception exception thrown at line 27 and displayed after being caught at line 36