NET Compact Framework with Visual Studio 2010? I have Visual Studio 2003, but i want change to one IDE.
To be absolutely clear, Visual Studio 2010 did not ship with Smart Device Programmability support. The primary reason for this is that the Windows Phone stuff was not fully ready, and Microsoft wasn't going hold the release of Studio waiting for that small piece.
Smart Device support for Visual Studio 2010 will be shipped out-of-band, probably in the coming months (they're already shipping CTPs of the bits, and since the Phone is due out later this year, they have to get tools into the hands of developers).
Now what will that "support" entail? Microsoft hasn't officially announced the full details, but it's probably a good bet that you'll see:
If you can't wait for that release, then your only real option is to use Studio 2005 or Studio 2008, but keep in mind that those will not work for WinPhone, and you'd be moving to al already out-of-date tool set. I'd seriously consider waiting.
Now as a stopgap, you might be able to use the Evaluation version of Studio 2008 in hopes that the 2010 bits will be shipped before the time limit of the eval expires. The challenge there is that since 2010 is now released, finding the 2008 eval might be difficult.