If you only need to load your own images then TGA is the way to go, the code is super easy to get running. Otherwise you will need to hunt down a function like OleLoadPicture http://www.codeproject.com/bitmap/rende ... lect=35148
I thought it would work on CE but it looks like there is a comment on that page that it doesn't, it might be in the latest version of Windows Mobile though.
I did a little more searching, looks like this will work
http://www.codeguru.com/Cpp/W-P/ce/bitm ... .php/c3539
its the same function that PIE uses to load stuff, the benefit of using a DLL call is each function will be optimized for each device.