Yea, it was a pain. It's mainly down to how they changed the interface of the sync client with Windows CE services.
If you're a Windows CE 3.0 generation
(or higher
) user. Then they re-wrote it and put it back into the developer power toys a couple of years ago.
For 2.00 and 2.1x users though, there is nothing short of VirtualCE:
http://www.hpcfactor.com/qlink/?linkID=37