Microsoft has an API to import personal certificates into Windows Mobile 5 but doesn’t expose it for some reason in the GUI. It is upto the OEM to create their own version of a personal certificate importer.
Imate offers a built in utility to import personal certificates onto your Windows Mobile 5.0 device. So does HP Ipaq.
Here’s the direct link to download and install the Personal Certificate installer for Imate SP5.

http://www.clubimate.com/support/SP5m/UTILITY_UPDATES/CDL_Install_Certificate_SP5m.cab