Thank you Kris very much.
For my 1st problem: There is a MessageBox showed: "There were deployment errors. Continue - Yes/No"
If I choose No, then it returns nothing. If I choose Yes, it show the Error Task Window with nothing inside

and then nothing happened.
My 2nd problem: I dont use any library that need Interop, just the basic Namespaces/Classes from .NET like System.Net.Socket for the connection.
My 3rd problem: may be it's the result of my 1st problem. When I deploy to the Emulator (provided with the Smartphone 2003 SDK), I got the screen saying that the cab file is successfully installed as Kris said and the application run properly (oh, I wish it could run like this on the actual device). But because I manually copy the application to the phone, there is no cab file.
These are the things that .NET offer me to deploy to
- Smartphone 2003 Emulator (Radio required)
- Smartphone 2003 Emulator (Virtual Radio) -> I use this to deploy my program
- Smartphone Device -> I got the deployment error here and dont know why?