The issue with the "not a valid PPC app" might be simple to solve. I have found that PPC apps come in two flavors -- those that you load on the 8525 and install from the PPC, and those that are installed on your desktop PC and then installed automatically when you sync. I found a good tutorial about this. I hope this helps you. I really love my 8525 after only a week, but I admit that I was at a total loss for about a day or two, until I googled the heck out of it.
How to Install CAB File Software to Pocket PC or Smartphone - Pocket PC Central Help Center