I had to do this today in .NET 2.0. (Visual Studio 2005)  Found an example on David Hayden’s blog:

Configuration config = ConfigurationManager.
OpenExeConfiguration(ConfigurationUserLevel.None);
ConfigurationSection section
=
config.GetSection(connectionStrings);
if (section != null)
{
if (!section.IsReadOnly())
{
section.SectionInformation.ProtectSection
(
RsaProtectedConfigurationProvider);
section.SectionInformation.ForceSave
= true;
config.Save(ConfigurationSaveMode.Full);
}
}