One important issue to remember when building interfaces in Flash for the Pocket PC is to keep things small. Not only is the screen tiny - only 240x320 in total size, but there's also the limited memory and processor capabilities of the Pocket PC platform to contend with. One way to address these limitations of the platform is to use Flash MX's drawing API to create buttons and graphical elements on the page instead of loading the file up with graphics.
Flash MX's drawing API is fairly powerful and a great tool to become familiar with. In addition to allowing you to draw objects using code, the drawing API also provides a lightweight alternative to multiple MovieClips in your Flash file.
Implementing the drawing API is not for the fait hearted - it requires a good deal of spatial knowledge, trig and geometry skills and a bit of luck. To get you started I recommend downloading the Form = Function drawing API methods. These code snippets will give you a head start in creating anything from rounded-corner buttons to polygons to stars. Take a look.