Play some music

If you take Pocket PC or Windows Smartphone with you, then you probably don't want to carry another gadget just for playing music. All you need is just decent memory card to store your music, and... a good media player program to play it.

Windows Media Player comes with every Pocket PC, and it might be used for playing music. Probably the best tip for its use is to go to Tools/Settings/Buttons in menu, and to map functions like play and stop to hardware buttons, as they would be much more useful that way. It is specially important to map "Screen Toggle" function to one button, as disabling screen during playback will significantly prolong your battery time.

unfortunately, you can't do more than this with Windows Media Player. It won't remember to start in shuffle or repeat mode. You'll probably want your music volume to be higher than your volume in other programs, and with Windows Media Player you'll need to switch the level every time you start and stop playing music. And the list of songs is not so accessible. You don't even know what song will be next played.

With all of this in mind, try MortPlayer. It fulfills all of the requirements above and has many other useful things (like full screen mode with big buttons so you can easily command with your fingers; automatic screen toggle after several seconds, option to start with the song that was interrupted during last playback), or features that I don't find useful, but some people might (like mp3 alarm clock; digital equalizers which sometimes add up to sound, but sometimes just distort it).