8M8, welcome to AximSite.com You don't mention what you are using so I will try to help as best I can with bullets:
Click here
http://corecodec.org/frs/?group_id=5...se_id=224#r224 to go to download site and choose which file you need:
1. CAB files are copied onto your Pocket PC (PPC) and then you simply run them on the PPC
A. Sync the PPC with your desktop/laptop
B. Open the explore option to get a file explorer for the PPC (you can actually use Windows explorer to do this well, but there are complications)
C. Drag and drop (copy) the CAB file to your PPC in a directory (I usually use the TEMP directory)
D. Then, locate the file on your PPC screen and run the CAB file to install.
2. EXE & ZIP files are for activation on your Desktop/laptop and then will be installed the next time you sync up the PPC -- I prefer this method myself
The other files listed under the TCPMP plugins header are for helping TCPMP play a brad spectrum of file types - I suggest you download all listed under the 0.72RC1 header and install each separately
I hope this helps. I use TCPMP for watching most movies now and have few complaints.