I've been doing this for a while,   rather than talking a user through navigating to a given URL to install an application on their windows mobile device.

Send them an SMS, containing the URL.

Now this may sound obvious,  but using an SMS containing just a link to http://xyz.com/yourprogram.cab is really simple way to get an end user to install software.     Of course it has the added bonus of even working on a device that hasn't yet been provisioned to synchronise with mail yet.