Http Request in .NET Compact Edition ended with "Unable to read data from the transport connection … Unknown error (0x0)"

We are leaving in a world that begin to be dominates by smart devices – device2device communication is not something new. Today I would like tack about a problems that we had when we integrated 2 smart devices.
One of the devices expose an HTTP endpoint that can be used to communicate with him. Based on a REST API you can send to him different requests. From our desktops all the communication worked perfectly with this device.
When we imported the client code to a Smart Device Project (special project used to write components for Windows Compact Edition and .NET Compact Framework 3.5) we had a big surprise. Each HTTP request to the first device ended with the following error code:

“Unable to read data from the transport connection … Unknown error (0x0)”
…
at System.Net.HttpWebRequest.finishGetResponse()
at System.Net.HttpWebRequest.GetResponse()…

> The code that generated the error code was:

        public void SetColor(Color color)
        {
            if (color != Color.Red
                && color != Color.Green)
            {
                throw new ArgumentException("Color is not supported", "color");
            }
            try
            {
                byte[] messageContent = UTF8Encoding.UTF8.GetBytes(string.Format(MessageBody,
                    color == Color.Red ? RedCode : GreenCode));
                WebRequest request = WebRequest.Create(new Uri(
                                        string.Format("http://{0}/api/{1}/lights/{2}/state",
                                        ConfigurationManager.AppSettings["hueIP"],
                                        ConfigurationManager.AppSettings["hueUser"],
                                        ConfigurationManager.AppSettings["hueNumber"])));
                request.Method = "Put";
                request.Timeout = 10000;
                request.ContentType = "application/json";
                request.ContentLength = messageContent.Length;
                using (Stream stream = request.GetRequestStream())
                {
                    stream.Write(messageContent, 0, messageContent.Length);
                }
            }
            catch (Exception ex)
            {
                Trace.TraceError(ex.Message);
            }
        }

Because we use HttpWebRequest we expected to have a same a similar behavior with “normal” .NET, but it seems that this is not true. When you are working in “normal” .NET a part of the requests method string is automatically converted to UpperCase. In the moment when a request is made, the request method “Put” is converted to “PUT”. But, in a Smart Device project this is not happening – because of code optimization. So you end up with an HTTP request that has the method set to “Put”.
In general, the system will not have any kind of problems with this, because will know how to handle a request method written CamelCase.  In our case the second smart device it seems that cheeks the request method only with PUT written UpperCase.
In conclusion, when you work with a specific protocol, I recommend to always use the exact specification of the protocol and don’t assume that different stacked will make your job for you.