Description of the problem in the MSDN:
"To specify a COM port number greater than 9, use the following syntax: "\\.\COM10".
This syntax works for all port numbers and hardware that allows COM port numbers to
be specified."
But there is not quite right :) They write "\\.\COM10" it's not going to work.
Correctly so: "\\\\.\\COM10"
I tested on Win7x32, COM > 9. Work correctly.