Pocket Informant is for Pocket PC based devices - as you found out.
The default calendar is pretty limited on the Smartphone - unfortunately. Most of us run Papyrus on our devices. It's a great replacement for the built in calendar. You can find a copy here --> http://www.smartphone.net/smartphone...il.asp?id=1085
There is also a calendar replacement available from DeveloperOne, but I don't think they show category icons, or have a monthly view.