1. Install Visual Studio 2005 or Visual Studio 2008 Professional or Team System editions.
Unfortunately, Express and Standard won't support develop Windows Mobile applications. It means no free IDE for Windows Mobile development available from Microsoft.
2. Install Windows Mobile 6 Professional and Standard Software Development Kits Refresh
Download and install Windows Mobile 6 SDK.
http://www.microsoft.com/downloads/details.aspx?FamilyID=06111a3a-a651-4745-88ef-3d48091a390b&displaylang=en
I recommend install Professional edition.
3. Install Windows Mobile 6.5.3 Developer Tool Kit
Download and install Windows Mobile 6.5.3 DTK.
http://www.microsoft.com/downloads/details.aspx?familyid=C0213F68-2E01-4E5C-A8B2-35E081DCF1CA&displaylang=en