OK.
Connect your phone to the PC with the USB cable.
Open windows file explorer. Your phone will show in file explorer as 'My Windows Mobile Device'. (Go to 'My Computer' if you don't see it).
You want to copy the cab file from where it is on your PC to a folder on 'My Windows Mobile Device'. What you are seeing initially in explorer is basically 'My Documents'. You can either use a folder here, or if you want to copy to your storage card, double click 'My Windows Mobile Device' - which is basically the equivalent of bringing you to the C:\ of the phone. You will see 'Storage Card' as one of the folders.
Once the cab file is on your phone, you can disconnect from your PC. Now open file explorer on the phone. (I believe it was set up on the Touch Pro by default in the Programs tab 'grid', but if not, just open 'All Programs' and scroll to 'File Explorer'.)
Now navigate to the folder where you copied the cab. Click (or double click) the cab file and it will start, asking if you want to install to the device or storage card. Install the dotnet framework to the device.
That should be all you need to do.
There is a really good tutorial about installing cab files (with screen shots) at
http://www.pocketpccentral.net/help/...l_cab_file.htm.
Let me know if you have more questions.