Pocket Zeus Lite will let you code, compile, debug and run your program directly on the Pocket PC.
The language is very simmilar to visual basic.
Zeus was designed as a interface language for use in data aquisition and robotics.
The KRMicros web site has several interface libraries and application notes available.
Several help files are included with the file but make sure you visit the KRMicros web site for tutorials and sample code.
Requirements.
At least 200Mhz Windows Mobile 2002 or 2003 and 600K of storage space.
Requires Compact Framework 1.0 with SP2 or SP3