PocketFrog is a free game development library with full source code available & a great bunch of chaps (and Pam, the only girl?) to help with your problems. My articles are designed to save beginners most of the probelms in their first steps.
This forum (remeber to search it for solutions as they are nearly all there already) is the best place to discuss issues & upgrades.
PocketFrog works on all PocketPCs and Microsoft's Smartphone (SPV & Motorola MPX etc). You can also develop using a desktop PC using Visual C++ instead of the embedded tools which can really speed development.
Your contributions to PF are welcome. If you come up with a good extension you can add it to PF.
(ps: the author of PocketFrog, Thierry, is also developing PocketHAL which is to do with the very important area of getting your graphics from memory to screen as fast as possible)