Yes you can create a library with VS Express but only for Desktop, you need a professional edition for install the WinMo SDK and only on 2008 or on a previous version...
The 2010 version is not compatible with any WinMo SDK but for WinPhone...
Thank you both for the response. I guess I should have looked a little harder for Erel's How to.
I guess there is little point in only providing for desktop with a library so I shall look into the link provided. Thank you again