cabwiz.exe for Pocket PC is available free from Microsoft for making CAB files for Pocket PC. Using cabwiz.exe is easy.

All you need to start making CAB files is your exe file, an INF file, cabwiz.exe, cabwiz.ddf, and makecab.exe. Place all of these files into their own directory.

cabwiz.exe, cabwiz.ddf, and makecab.exe come free with the Microsoft Pocket PC 2003 SDK, or you can download just the files you need for making CAB files here. The files I use are from the 2003 SDK.

Your INF file will be the name of your app with an .inf extension. Here is the code for rambo.inf, edit it to match your app name:

[Version]
Signature = "$Windows NT$" ; required as-is
Provider = "Radiosity Games" ; maximum of 30 characters, full app name will be "<Provider> <AppName>"
CESignature = "$Windows CE$" ; required as-is

[CEStrings]
AppName = "Rambo" ; maximum of 40 characters, full app name will be "<Provider> <AppName>"
InstallDir = %CE1%\%AppName% ; Program Files\Mine Sweeper

[SourceDisksNames] ; directory that holds the application's files
1 = ,"Managed",,

[SourceDisksFiles] ; list of files to be included in .cab
rambo.exe = 1

[DefaultInstall] ; operations to be completed during install
CopyFiles = CopyToProgramFiles
AddReg = RegData
CEShortcuts = Shortcuts

[DestinationDirs] ; default destination directories for each operation section
CopyToProgramFiles = 0, %InstallDir%
Shortcuts = 0, %CE14% ; \Windows\Start Menu\Programs\Games

[CopyToProgramFiles] ; copy operation file list
"rambo.exe", rambo.exe

[RegData] ; registry key list
HKCU,Software\%AppName%,MajorVersion,0x00010001,1
HKCU,Software\%AppName%,MinorVersion,0x00010001,0

[Shortcuts] ; Shortcut created in destination dir, %CE14%
%AppName%,0,rambo.exe

Once you have the five files ready, simply drag the INF file onto cabwiz.exe and your CAB file will be created!