Via the browser on your mobile device, download and install directly to your mobile device.
From a desktop, you can download the installers, and then transfer to
your mobile device via Activesync.
Then you can run the install from your mobile device.
Notes
Mobile Change Manager requires the Microsoft .Net Compact Framework 2.0 and Microsoft SQL Server Compact Edition 3.0 to be installed. These prerequisites must be installed prior to installing the Mobile Change Manager client.
To find out what version of Windows Mobile you are running, press the Start menu and select Settings. From the Settings menu go to the System tab and select About.