Since Windows CE 5.0, we have been deprecating ISAPI raw read/write filters. (See HttpFilterProc documentation for CE 5.0 for instance.) This in particular refers to the events SF_NOTIFY_SEND_RAW_DATA and SF_NOTIFY_SEND_RAW_DATA.
It is can be a bit tricky to program ISAPI filters in general but is especially hard to do read/write filters, so instead you should be using either ISAPI extensions or ASP pages. The only people who would in general use raw read/write filters are people doing encryption (which CE already does via SSL) or compression, which isn't really used on CE to my knowledge.
We will continue to support ISAPI read/write filters in Windows CE 6.0. However, following that release we will most likely remove support for them entirely. Even though this has been documented and I think MS has convinced most folks to stay away from ISAPI raw filters, I wanted to provide yet another warning and let you know that deprecated will one day turn into not supported.
[Author: John Spaith]