the author of this app says:
HauteCapture runs on your PC and captures screens from any attached Windows CE or PocketPC device. HauteCapture makes screen capturing easy: All you need is an ActiveSync connection between your PC and the device. Run HauteCapture and start capturing. Captured screens are where you need them - on your PC: Either store the screen captures in the file system or use drag&drop or copy/paste to put a copy of them in your preferred application. Do presentations using the "Live Mode" with its continuous screen capturing.