As your original question was related to FIPS mode which is not even available on .NET Compact Framework, I think that you chose the wrong assemblies. Please try referencing either these from "net-2.0" or "net-4.0" based on the version of .NET Framework that you are targetting (see table below).
The assemblies from "netcf-2.0" are actually meant for .NET Compact Framework 2.0 (on PocketPC's, Windows Mobile and Windows CE devices).
For complete information, here is a list of available Rebex SFTP sets of assemblies in version 2014R1:
net-2.0 - binaries for .NET 2.0, .NET 3.0, .NET 3.5 and Mono
net-4.0 - binaries for .NET 4.0, .NET 4.5 and Mono
netcf-2.0 - binaries for .NET Compact Framework 2.0
netcf-3.5 - binaries for .NET Compact Framework 3.5
netcf-3.9 - binaries for .NET Compact Framework 3.9
xamarin.android - binaries for Xamarin.Android
xamarin.ios - binaries for Xamarin.iOS
(The above list can also be found in 'platforms.txt' file from the installed product).