Thanks to this website for providing the original instructions.
Installing certificates on the PPC is a simple task. The complicated one is finding the correct certificate.
The following directions need to be carried out in Internet Explorer.
Step 1. Connect to your exchange server via HTTP and when prompted to accept the SSL certificate install it!
A box pops-up saying "blah blah blah certificate.....blah blkah valid..." click on the "View Certificate" button.
Then click on the "Install Certificate" button
Click Next to import the certificate
Click Next to "Automatically select the certificate store based on the type of certificate"
Click Finish to end the Wizard
When prompted to "Install the Certificate" click Yes
You will then get a box saying "Import successful" click OK
Click OK on the Certificate window to close it
And click Yes on the "Security Dialogue Box" to close it
Step 2. Exporting Your Exchange Certificate
Now go to Tool----Internet Options and select the Content tab
Click on the "Certificates" button
Select the "Trusted Root Certification Authorities"
Scroll down to find your Root Certificate
Once you find your certificate click the "Export" button
Click "Next" to start the wizard
Select the "DER encoded binary X.509 (.CER)" format and click "Next"
Click on "Browse" and navigate to your desktop, and save your certificate there with whatever name you've chosen to give it (it would be best to name it your public name, the name which you specified AS should sync with [server name])
Click Next to proceed
Click Finish to export the certificate to your desktop
You will get a box that says "The export was successful." Click OK to close the box.
Click OK on the remainder of the boxes to close them and close out of IE (cause it's evil and only has a few usefull purposes ;)
Step 3. Now you're almost done so just hang on....
Now download this file from and unzip it on your desktop (of course in a folder)
Once you unzip it copy the folder to your iPAQFileStore (or Main Memory)
Next copy the certificate you created to the SD card
Now using pocket explorer aka File Explorer (note PIE) navigate to the location where you copied the addcert folder and tap on SpAddCert.
You will now see the list box titled "Available Certificates" tap the certificate you wish to install (there should only be one at this point unless you exported/copied more than one) and click OK at the bottom.
Until show info about the certificate so tap OK again and then OK once more to comply with the dialogue box.
And now proceed to soft reset the device.
That's all ladies and gentlemen.....