Putting it in main memory solved the problem, thanks. The tutorials are present. The game looks fun, especially for someone new like myself.
Its an incredible bargain, a great PocketPC game and solid PC game. The PC game has a story mode that teaches you chess as you play, with puzzles, tutorials, etc. It looks very well done.
http://www.hoylegames.com/majestic_chess.jsp
I'm not sure if the PocketPC version is included with all versions of the PC game though.