Based on feedback for other Rebex libraries, we decided not to establish a connection automatically in Rebex HTTPS. We plan to eventually introduce a simple connection manager API to make it possible to establish a connection when needed. When this is ready, we'll add an option to Rebex HTTPS to emulate .NET CF's HttpWebRequest auto-connect behavior. Until then, the recommended method is to use the third-party library or code linked in the answer above to establish a connection when needed.