I'm looking for some software that will allow me to install apps directly on the ax. Ideally, this would be used when I'm downloading an app directly to my ax and I don't have my PC around. I know that CAB files will install, but how can I get those pesky .exe files to install without having to use my pc?

"Experience is what you get, when you don't get what you want!"
YC - '93-'94

This is not possible.
Windows CE & (any PC Windows) are completely different systems. An PC exe cant be run on PPC because it gets interpreted wrong. Even if it could be interpreted there are missing dlls / registry entries the install looks for.

Even if someone would create a application that could do that it would need vast amounts of space because 1st you have your (made up) 1.5 MB install file. Then the application "installs" the raw CAB file (another 1.3 MB or so) and then the application can be installed at another 1.3 MB. So you would need 3x the space of what the final application is. In this calculation the application for install is even not included (it would be a very big one because it must emulate a pc OS)

There are some aps that just give you the cab. You put the cab on the PPC, click it, and ..voila.. ap installed. But most users prefer going through the PC and Active Synch. The interface is friendlier, and it allows the PC to figure out which processor the PPC has so the user doesnt have to worry about Arm .. MIPS .. SH3. The developers like it too because they get fewer questions.

The world may not be perfect yet, but the Axim is (almost).

I've found that I can install the pc base install of most apps, copy the cab to the axim (or removable media) and run that on the axim to install it locally. Note that the cab will try to delete itself. You can get around this by setting it as read only on the PC (no way to do this from the file explorer) or setting your media to read only.