TehTDK, The rule applies to all EU countries. Some just care more than others. For example UK accepts everything, even a device that is obviously a pirate radio transmitter or something related.
Also, CE is not really approved. You just have to prepare a technical document that must meet certain standards and sign a declaration that you meet the requirements. Depending on the facilities you have in-house, you never need to pay anyone for testing. If it is a product containing a radio transmitter where testing criteria are not established, the frequencies are licensed (in some cases), and in some other cases notified body approval is required. For a WiFi or other ISM product the testing procedure is clearly specified and you may self certify if you can do all required tests in house.