To run PocketSynth Professional you need the runtime module of PocketC. I have found that for the large majority of users version V2.0 seems to work better because at the time of writing the latest version (V3.0) still had a couple of bugs and may cause PocketSynth Professional to crash. However, things might have changed in the meantime. You can get the runtime module for free, either from the PocketC homepage (www.orbworks.com), or (easier) follow below links to download version V2.0 (make sure you are connected to the Internet before clicking on them):

V2.0 Runtime For Handheld PC and Palm-sized PC (Windows CE 2.0-2.12)

V2.0 Runtime For PocketPC (Windows CE 3.0)