Welcome to the site.
If you have a CAB file.....
In ActiveSync, Open Explore.
Copy the CAB your IPSM/Windows/StartMenu/Accessories folder
Go to your programs menu on your phone.
Go to the Accessories folder.
Click on the CAB file to install and follow the instructions.
If you have a PC EXE Installer file....
Run the file from your PC....follow the instructions.
If you have an Smartphone EXE....
In ActiveSync, Open Explore.
Navigate to your IPSM/Programs folder or your Storage Card/Programs folder.
Create a new folder under that Programs folder (ie...SPVMAN)
Place the EXE file in that folder.
Create a shortcut for the game.
Move the shortcut to the Games folder under IPSM/Windows/Start Menu/Games
Play Away!