I know that others have used a Pocket PC, but I never have. I have used the program Cachemate on a Palm device and really liked it. There is a version of Cachemate that is available for Pocket PC at
http://www.smittyware.com/ppc/cachemate/
I'm not 100% sure, but to get a pocket query into the Cachemate it might take a file that has been generated using GSAK.
I HIGHLY suggest downloading Geocaching Swiss Army Knife (GSAK) at
http://www.gsak.net/
It is free to try for 21 days. After that it still can be used, but there are some nag screens that pop up each time you "click" on something and it is several minutes before you can proceed. It costs $25 to register and a user may install it on as many computers that they have for their own use.
I have a BlackBerry and I am currently using CacheBerry.
If you have any questions drop me a line at
paris1time@yahoo.com.