Hi kelemense,
This is not "advice" as I am
not an expert, it is only my opinion. There is a question asking specifically about your admission to other countries, so obviously they want to know about this. You swore when you signed that you were answering all questions truthfully and to the best of your knowledge, so I think it is better to redo that form and attach a letter of explanation and send it in... I think it shows that you are being honest and open, and not waiting hoping they won't find out.
True, it does seem risky though, I can understand your worry!
But being refused a visa is not like committing a crime, it wasn't you that did anything it was the UK's decision and who knows their reasons? Do you? They just had a bombing in 2006 didn't they, then the Carlos Menendez thing... and they have all kinds of issues with immigration and unemployment and the new EU member states new mobile work force. It's in their news all the time, a political hot potato! Immigration is a VERY touchy issue there since the London bus/tube bombings and attempted airport bombings - so they may have just reduced their visa quota and it might have had nothing to do with you. In general Europe just doesn't want people to come in! (I'm from Canada and I also had to work hard to get my student visa to do a PhD in Europe). Or possibly they were just worried you wouldn't leave the UK after your studies? (something that CIC won't care about, since PR is not a short-term thing) Or maybe the UK thought you didn't have sufficient funds available in 2006? The CIC shouldn't care about that if you're being sponsored and anyways, UK university and cost of living are more expensive than in Canada! Or maybe just your English exam marks weren't high enough?
If you know the reason, and it's not something which is a problem for your application to Canada, then I would definitely explain or even show proof. If that is the case, it would probably be even better if you could show that this reason/situation (ie lack of funds or English proficiency) has been rectified in the 3 years since your refusal.
We did an IELTS test for my husband to prove his English level (should have done a French one as well, but it was just SO stupidly expensive!) and showed his pay slips and bank statements and business cards as proof that he's financially solvent, skilled, and employable at a senior level. Although these wasn't required, we figure every little bit helps to show that you can and normally do work to support yourself, and will contribute to society.
Anyways, the UK may have totally different criteria for their immigration in general, and I agree with SadGirl that a student application is an entirely different thing than joining your spouse for family reunification. Regardless, even if they did know about a refusal, I guess the CIC will not just take the UK's decision as their own, they will investigate your background and make their own decision based on criteria as a spouse, some of which must be entirely different.
Well, I sincerely wish you good luck!
TLH