Sound Stereo sound is supported on Windows CE but the majority of standard Win32 APIs are not. The Windows CE API does support sound recording and playback using the Windows-standard WAV format. Third-party MP3 players allow CE's multimedia capabilities to be greatly expanded. This expandability allows extra memory or other devices to added quickly and inexpensively to a CE device. If you've never designed for a handheld device, there are obviously a number of ways in which this type of development differs from standard desktop application development.
Processing power is limited.
If possible, store data in a raw format, saving number-crunching and analysis for the desktop workstation or enterprise server. In most cases, handhelds are simply used for data collection, not data analysis. Memory space is also extremely limited. To make your application as fast and efficient as possible, optimize for heap space first, speed second, code size third. Get a feel for how the standard CE applications work and stick very closely with their UI styles.