Installation prcedure for one of the links below:
Run the exe-file and you should get a CAB-file (looks like a zip-file) + one or two more files. Transfer the CAB-file to the iPAQ using Active Synch and double click on the icon in the iPAQ after removing it from the synch cradle to install the program.

http://www.compaq.com/support/files/handhelds/us/download/13464.html

http://www.compaq.com/support/files/handheldiPAQ/us/download/15348.html