SELECT TOP 1 FOREIGN_RESIDENCE_LOCATION_CODE FROM FOREIGN_RESIDENCE_LOCATION WHERE COUNTRY_ID 
IN
(SELECT HOST_COUNTRY_PLACE_ID FROM COST_PROJECTION CP 
WHERE CP.COST_PROJECTION_ID = 2)
)
ORDER BY SORT_INDEX

using (SqlCeConnection connect = new SqlCeConnection("Data Source=C:\[YourDataFileHere].sdf"))     
	{         connect.Open();          
				int location = [value from first aprt of the query];         
				int num = 0;          
				using (SqlCeCommand command = new SqlCeCommand("UPDATE JURISDICTION_COUNTRY_INPUT
																SET FOREIGN_RESIDENCE_LOCATION_CODE = @tmp_RESIDENCE_LOCATION
																WHERE COUNTRY_TYPE = 1 AND COST_PROJECTION_ID = 2", connect))         
				{            command.Parameters.Add("@tmp_RESIDENCE_LOCATION", SqlDbType.[Int or whatever datatype it is], location);            
								
								command.ExecuteNonQuery();         
				}     
	}