Here's a page that talks about it.
Basically, it's a feature of all WM5 devices, but will only really be used on WM5 devices that have a built in cell-phone (either PocketPC/Phones or Smartphones) to allow the Mobile Operator to update devices over-the-air.
For normal downloads (either on PocketPC like the Dell, or a WM5 device with a built in cell-phone), you'll want to use Internet Explorer.