PPCGeeks - Creating CABs out of EXE

If the program is intended for Windows Mobile but "requires" a Windows PC installer, yes there is a trick.

You install the Windows (desktop) program WITHOUT your phone connected. Then go into \Program Files\Microsoft Activesync (on the PC) and look for a folder relevant to the program (usually it's the name of the program, but sometimes not). Inside that folder will be one or more CAB files. The installer would normally pick the right one for your device (like QVGA/VGA), but if there are more than one you'll figure out which is right. Copy the CAB(s) to your desktop, then uninstall the PC program, connect your phone, copy the CAB(s) over to your device and install locally.

Sometimes developers release EXEs for Windows Mobile. They do exist. Like Putty.exe. just copy them over and run. if they're designed for the ARM platform they'll run.