I just went out to the iSilo website (
www.iSilo.com) and cannot find anywhere where it is explicitly stated that iSilo is supported for Windows Mobile 5 (WM5), although they indirectly do by discussing the X51V.
Wasn't there something in WM5 about unknown publisher?
I think you can make this stop yourself. With a registry editor, go to HKLM\Security\Policies\Policies\0000101a and change the value to "1". This will disable warnings. Tweaks2K2.net will also do this.
As I understand it, the author (iSilo in this case) needs to obtain a certificate from Microsoft due to a change in Windows Mobile with WM version 5.0.