Hi,
I'm not quit sure that I can help you but I had also problems to install the .NET framework on my PDA (YAKUMO DELTA, the PDA installation did not start from desktop automatically).
I found on the desktop the CAB Files in c:\{PROGRAMS}\Microsoft.NET\SDK\CompactFramework\v2.0\WindowsCE\wce...
I copied the appropriate CAB file to the PDA und started it - success!
(first time I selected the wrong CAP file but that caused an error message only).
You should be sure that sufficient memory is free at the PDA (I had about 10 MByte). Make a Soft Reset or delete unneeded programs.
Now I wish you success too