You can start with Mobile Application Development eHow-tos and Tutorials from the M$ site.

“Creating a Windows Mobile-based Pocket PC Application Using Microsoft Visual Studio 2005 (Level 100)
Neil Enns, Lead Program Manager in the Visual Studio for Devices group, demonstrates creating a Web Browser application in C# for the Pocket PC. Neil pays particular attention to the new controls and layout features in Visual Studio 2005. (9:38 minutes)”

Just don’t know how to save the video files for offline viewing..