Just found this interesting project on codeplex. It’s an unofficial application that allows you to browse the actual filesystem on the device (yes – it is still Win CE!).
In addition, you are able to transfer files to/from the device to your PC. It is all taken care of using a simple WCF-server running on the PC to receive/download the files.
Just for the record: This is not recommended, if you are uncertain on that WCF and WinCE means ;-)