What exactly is the error that is coming up? Which version did you install?
You should download it from
PHM's website. First click on "Download PHM Registry Editor : Pocket PC Edition" then select "Pocket PC 2002,2003 (ARM/PXA)" from the drop down box, then click download. This is the .cab file. Copy it over to your device (via active sync or copy to your storage card). Then open it. (the file you just copied over, should be called regedit.Mrln_ARM.cab). Install to the device (preference) and see if that fixes it.
---------------------------------------------------------------------------------------------------
Alternately I downloaded and zipped it for you. Here it is, tested on mine and worked fine