There are two types of installations, .exe and .cab. If you have, for example, myprogram.exe it must be installed from your PC while your 8125 is connected. You run myprogram.exe on the PC and you should start getting prompts on your 8125 for installation.
If you have myprogram.cab it is a "cab" file and is installed directly on the PPC. Copy the cab file to your PC (you can download it directly or use Active Sync to move the file from your PC). Find the cab file on your 8125 and tap on it to start the install. |