[HobbesIsReal]

I wrote a very detailed article on how to Install on a WM phone. Here are a couple points that might help:

How To: Install, Uninstall, and Transfer Files on Windows Mobile

Where to Install Software

Since on a WM phone you usually have a choice of installing any program either in the phone's internal memory or on the SD card, I am often asked how do you decide which one to choose for each application installed. For the most part, officially you can install programs on either the internal memory or on an SD card... but in practice, you will want to choose where you will install them. Programs running from internal memory will run faster, but there is only so much internal memory available. The SD card has the advantage of a huge amount of space, but programs will take longer to load. Here are the guidelines that I use to decide where to install a program:

1. If it is a program or utility that is going to be used on the Today screen, a system utility (i.e. memory management, file explorer, email client, Internet browser, etc.), or a program that I know I will use on a daily or regular basis, I will install it in internal memory.
2. If it is something like a game, needs a huge amount of space, something that I know I will not use on regular basis, etc... I will install it on my SD card.
3. There are also programs that you can install where the program in internal memory and then save the data it uses on an SD card, ex. a GPS program goes in internal memory and the maps on the SD card or an email client in internal memory while setting it to save all emails and attachments on my SD card. With this stuff, it's usually fine to install the program to main memory.
4. If it is something that has a high amount of personal information, i.e. something like Splash ID, I will install it in internal memory because I can lose my SD card fairly easy, but it is harder to lose just my internal memory.

Complete Tutorial: http://www.wmexperts.com/articles/howto/how_to_install_uninstall_and_t.html