The picture above show you an error log says 'Access is denied'. Connecting to your naked devices make it impossible to connect. Thus, we need some tweak to your phone OS. There is a few thing we need to do before we can proceed to debug the program on Windows Mobile.
1. Make sure your phone is connected to the PC (I just use Microsoft ActiveSync to use with HTC Touch HD).
2. Run your IDA Pro (I use version 22.214.171.1241).
3. We need to enable Remote API (RAPI) on your phone first using simple tools. Download here and install it into your phone.
4. On your IDA Pro, click menu Debugger > Attach > and click Remote WinCE Debugger. You should be able to connect into your phone and prompting to select the application you want to debug.
Here it is a little video demonstrate the IDA debugging take places: http://ly.my/03