Diane's tip will get Reader running but it will not activate this way and you will be unable to open eBooks by tapping on them.
A more thorough way is to install Reader to main memory and then activate it.
Then backup your activation files with the method found here:
http://www.pocketpcmag.com/newsl_ceu/ce_update_219.htm
Then uninstall Reader, reinstall it to your Storage memory and restore your activation files. The only font you'll need to copy to Windows is the bkdings.ttf font.
Then you can recreate a proper shortcut to the relocated .EXE and you'll also need to edit your registry to re-associate .LIT files with the relocated .EXE if you're going to want double-tap activation.
From that point you'll have a Reader that's fully functioning.