yes sir you do need a "special" application, not to worry, its freeware
Click me for details
or direct download
Here
basically its *.CAB file installer, so you need to do a few things,
open the zip file , inside you'll find a single file named cabinstl.exe
copy this file into your pda
i made a folder in my storage card and copied the file there.
then i copied the GSFinder.WM2003.cab file inside the same folder
of the pda external card.
long story,
now execute cabinstl.exe to install *.CAB files