Many Windows Mobile (Pocket PC) devices ship with one-tier security configuration enabled. That means if an unsigned application is started, then the user is prompted whether to allow the unsigned application to run or not. If the user based on his/her judgment allows the application to run, the application runs in a privileged mode whereby it can access all system APIs and protected registry keys.
Now, this feature can be very annoying during development. So rather than signing the executable, the developer can temporarily disable the Unsigned Prompt Policy by making some registry changes.