[acontrasto]

If it is saying ' "Application" is not a valid pocket pc' application, then most likely you have downloaded an .exe (executable) file. Executable files are meant to be installed from your computer while you have your phone connected via activesync and a USB cable.

If it's saying "there is no application associated with "lab tests"..." then it could be any type of file. Download the application again and make sure you remember where you save it.

Your phone can have applications installed, but they have to be installed properly.

gottago is right:
.cab can be installed directly on the device
.exe must be installed to your computer first, then installed via activesync and USB cable to your phone.