The .exe file that you will receive upon download is an installer to be executed on a Desktop PC to which your Windows CE device is attached through ActiveSync. Should this fail (and also if it succeeds) you can find a CrE-ME CAB file in the ActiveSync folder on the PC ("\Program Files\Microsoft ActiveSync\NSIcom") which you put on the device to install CrE-ME (by clicking on it as it appears on the device's file explorer).