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When you install a program, ActiveSync will prompt you for installation location. The default location is internal memory so of course you will want to change that. You should be able to change it during the installation process. Take a look at this tutorial for screenshots:
http://www.aximsite.com/boards/vbart...lling-software
Note that the interface will depend on the version of ActiveSync you use, but the option should still be there (IIRC).
Also note that if you are installing CAB files, all you need to do is copy the file over to your device, and run it from there. For devices WM2003SE and earlier, it will install by default to Main Memory. If you want to install to SD card, you will need a free utility called Cabinstl. If you are running later operating systems, you will be prompted for installation location on the device.